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    More On IT0004718810…


    AcomeA Paesi Emergenti A2 (IT0004718810.MI)

    7.83 Down 0.01(0.13%) Jan 16

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up2
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2012):15.55%
    Worst 1 Yr Total Return(Dec 30, 2015):-7.53%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIT0004718810.MICategory
    Alpha (against Standard Index)0.311.28
    Beta (against Standard Index)1.250.92
    Mean Annual Return-0.23-0.02
    R-squared (against Standard Index)84.2183.65
    Standard Deviation21.1115.10
    Sharpe Ratio-0.14-0.01
    Treynor Ratio-3.88-1.30
    5 Years
    StatisticIT0004718810.MICategory
    Alpha (against Standard Index)N/A1.63
    Beta (against Standard Index)N/A0.95
    Mean Annual ReturnN/A0.39
    R-squared (against Standard Index)N/A84.81
    Standard DeviationN/A15.85
    Sharpe RatioN/A0.30
    Treynor RatioN/A3.81
    10 Years
    StatisticIT0004718810.MICategory
    Alpha (against Standard Index)N/A-4.57
    Beta (against Standard Index)N/A0.96
    Mean Annual ReturnN/A0.08
    R-squared (against Standard Index)N/A90.54
    Standard DeviationN/A25.05
    Sharpe RatioN/A0.01
    Treynor RatioN/A-3.11