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    AcomeA Globale A2 (IT0004718794.MI)

    12.51 Up 0.04(0.32%) Sep 27

    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, 2013):27.52%
    Worst 1 Yr Total Return(Dec 30, 2015):0.59%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.57-1.35
    Beta (against Standard Index)1.101.04
    Mean Annual Return0.260.43
    R-squared (against Standard Index)86.1586.88
    Standard Deviation14.0112.80
    Sharpe Ratio0.220.42
    Treynor Ratio1.924.52
    5 Years
    Alpha (against Standard Index)N/A-2.16
    Beta (against Standard Index)N/A1.08
    Mean Annual ReturnN/A0.65
    R-squared (against Standard Index)N/A88.55
    Standard DeviationN/A14.53
    Sharpe RatioN/A0.54
    Treynor RatioN/A6.59
    10 Years
    Alpha (against Standard Index)N/A-0.15
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.37
    R-squared (against Standard Index)N/A89.35
    Standard DeviationN/A18.03
    Sharpe RatioN/A0.20
    Treynor RatioN/A2.07