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AcomeA Patrimonio Aggressivo A2 (IT0004718778.MI)

4.23 0.00(0.00%) Dec 1

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):17.15%
Worst 1 Yr Total Return(Dec 30, 2015):-3.32%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0004718778.MICategory
Alpha (against Standard Index)-3.10-4.70
Beta (against Standard Index)0.870.90
Mean Annual Return0.310.24
R-squared (against Standard Index)59.5061.55
Standard Deviation7.637.74
Sharpe Ratio0.490.40
Treynor Ratio4.031.78
5 Years
StatisticIT0004718778.MICategory
Alpha (against Standard Index)N/A-5.21
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.35
R-squared (against Standard Index)N/A57.59
Standard DeviationN/A7.70
Sharpe RatioN/A0.56
Treynor RatioN/A3.90
10 Years
StatisticIT0004718778.MICategory
Alpha (against Standard Index)N/A-3.56
Beta (against Standard Index)N/A0.93
Mean Annual ReturnN/A0.16
R-squared (against Standard Index)N/A53.89
Standard DeviationN/A9.26
Sharpe RatioN/A0.09
Treynor RatioN/A0.59