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    AcomeA Fondo ETF Attivo A2 (IT0004718711.MI)

    4.47 Up 0.01(0.22%) Sep 27

    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, 2013):13.42%
    Worst 1 Yr Total Return(Dec 30, 2015):-2.03%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-11.14-5.02
    Beta (against Standard Index)1.790.91
    Mean Annual Return0.250.34
    R-squared (against Standard Index)67.2861.73
    Standard Deviation14.777.87
    Sharpe Ratio0.200.55
    Treynor Ratio1.041.36
    5 Years
    Alpha (against Standard Index)N/A-5.80
    Beta (against Standard Index)N/A0.97
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A57.60
    Standard DeviationN/A7.99
    Sharpe RatioN/A0.54
    Treynor RatioN/A3.53
    10 Years
    Alpha (against Standard Index)N/A-3.56
    Beta (against Standard Index)N/A0.92
    Mean Annual ReturnN/A0.19
    R-squared (against Standard Index)N/A53.65
    Standard DeviationN/A9.23
    Sharpe RatioN/A0.12
    Treynor RatioN/A0.81