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    AcomeA Breve Termine A2 (IT0004718638.MI)

    15.30 0.00(0.00%) Aug 24

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up4
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2012):20.26%
    Worst 1 Yr Total Return(Dec 30, 2015):1.48%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.110.63
    Beta (against Standard Index)0.170.46
    Mean Annual Return0.240.29
    R-squared (against Standard Index)2.7624.92
    Standard Deviation3.613.46
    Sharpe Ratio0.801.05
    Treynor Ratio16.4710.46
    5 Years
    Alpha (against Standard Index)N/A0.53
    Beta (against Standard Index)N/A0.56
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A28.02
    Standard DeviationN/A4.49
    Sharpe RatioN/A0.91
    Treynor RatioN/A7.15
    10 Years
    Alpha (against Standard Index)N/A-0.03
    Beta (against Standard Index)N/A0.58
    Mean Annual ReturnN/A0.29
    R-squared (against Standard Index)N/A24.30
    Standard DeviationN/A5.77
    Sharpe RatioN/A0.38
    Treynor RatioN/A3.00