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    AC Fondtesoro LP FI (ACFONDTESORO.BC)

    13.90 Up 0.01(0.07%) Jun 25

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up16
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2013):11.26%
    Worst 1 Yr Total Return(Dec 30, 2010):-2.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticACFONDTESORO.BCCategory
    Alpha (against Standard Index)6.33-0.35
    Beta (against Standard Index)0.310.84
    Mean Annual Return0.720.48
    R-squared (against Standard Index)5.3675.44
    Standard Deviation4.883.72
    Sharpe Ratio1.751.50
    Treynor Ratio28.276.92
    5 Years
    StatisticACFONDTESORO.BCCategory
    Alpha (against Standard Index)0.37-0.30
    Beta (against Standard Index)0.610.84
    Mean Annual Return0.330.37
    R-squared (against Standard Index)20.7477.71
    Standard Deviation6.064.64
    Sharpe Ratio0.580.89
    Treynor Ratio5.544.40
    10 Years
    StatisticACFONDTESORO.BCCategory
    Alpha (against Standard Index)-1.33-0.47
    Beta (against Standard Index)0.530.86
    Mean Annual Return0.160.32
    R-squared (against Standard Index)22.6079.00
    Standard Deviation4.554.22
    Sharpe Ratio0.070.54
    Treynor Ratio0.433.01