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    AcomeA Performance A2 (IT0004718695.MI)

    22.85 Down 0.17(0.74%) Sep 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2012):24.12%
    Worst 1 Yr Total Return(Dec 30, 2015):-6.91%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.90-2.56
    Beta (against Standard Index)1.250.75
    Mean Annual Return0.240.29
    R-squared (against Standard Index)34.8262.85
    Standard Deviation9.904.27
    Sharpe Ratio0.280.85
    Treynor Ratio1.884.88
    5 Years
    Alpha (against Standard Index)N/A-2.65
    Beta (against Standard Index)N/A0.77
    Mean Annual ReturnN/A0.31
    R-squared (against Standard Index)N/A62.57
    Standard DeviationN/A4.30
    Sharpe RatioN/A0.84
    Treynor RatioN/A4.46
    10 Years
    Alpha (against Standard Index)N/A-2.16
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.22
    R-squared (against Standard Index)N/A60.72
    Standard DeviationN/A4.68
    Sharpe RatioN/A0.28
    Treynor RatioN/A1.54