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AC Fondtesoro LP FI (ACFONDTESORO.BC)

13.79 Up 0.01(0.07%) Aug 25

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up15
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2013):11.26%
Worst 1 Yr Total Return(Dec 30, 1999):-2.66%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticACFONDTESORO.BCCategory
Alpha (against Standard Index)1.90-0.43
Beta (against Standard Index)0.650.89
Mean Annual Return0.590.55
R-squared (against Standard Index)16.4177.77
Standard Deviation7.174.89
Sharpe Ratio0.941.29
Treynor Ratio10.346.48
5 Years
StatisticACFONDTESORO.BCCategory
Alpha (against Standard Index)0.45-0.14
Beta (against Standard Index)0.630.88
Mean Annual Return0.330.37
R-squared (against Standard Index)19.4677.28
Standard Deviation6.064.56
Sharpe Ratio0.560.89
Treynor Ratio5.194.38
10 Years
StatisticACFONDTESORO.BCCategory
Alpha (against Standard Index)-1.46-0.43
Beta (against Standard Index)0.550.85
Mean Annual Return0.170.34
R-squared (against Standard Index)22.7078.97
Standard Deviation4.534.05
Sharpe Ratio0.060.57
Treynor Ratio0.342.42