Dow Down0.29% Nasdaq Up0.19%

More On IT0004718737…


AcomeA Patrimonio Prudente A2 (IT0004718737.MI)

6.79 0.00(0.00%) Mar 23

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):21.74%
Worst 1 Yr Total Return(Dec 30, 2015):-7.58%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0004718737.MICategory
Alpha (against Standard Index)-5.39-2.11
Beta (against Standard Index)1.260.71
Mean Annual Return0.200.22
R-squared (against Standard Index)35.0561.64
Standard Deviation9.934.31
Sharpe Ratio0.240.64
Treynor Ratio1.504.12
5 Years
StatisticIT0004718737.MICategory
Alpha (against Standard Index)N/A-1.94
Beta (against Standard Index)N/A0.73
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A60.30
Standard DeviationN/A3.93
Sharpe RatioN/A0.83
Treynor RatioN/A4.43
10 Years
StatisticIT0004718737.MICategory
Alpha (against Standard Index)N/A-2.23
Beta (against Standard Index)N/A0.80
Mean Annual ReturnN/A0.20
R-squared (against Standard Index)N/A60.58
Standard DeviationN/A4.68
Sharpe RatioN/A0.26
Treynor RatioN/A1.41