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    AcomeA Performance A1 (IT0000384583.MI)

    23.81 Up 0.01(0.04%) Apr 23

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up21
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2012):23.63%
    Worst 1 Yr Total Return(Dec 30, 2011):-8.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.56-2.52
    Beta (against Standard Index)0.640.77
    Mean Annual Return0.600.46
    R-squared (against Standard Index)7.5756.78
    Standard Deviation7.323.36
    Sharpe Ratio0.961.64
    Treynor Ratio11.036.92
    5 Years
    Alpha (against Standard Index)-4.53-2.30
    Beta (against Standard Index)1.260.76
    Mean Annual Return0.460.33
    R-squared (against Standard Index)29.4254.17
    Standard Deviation8.423.84
    Sharpe Ratio0.600.91
    Treynor Ratio3.844.37
    10 Years
    Alpha (against Standard Index)-0.65-1.86
    Beta (against Standard Index)0.680.81
    Mean Annual Return0.340.29
    R-squared (against Standard Index)21.8059.67
    Standard Deviation6.114.38
    Sharpe Ratio0.390.38
    Treynor Ratio3.372.02