• FirefoxUpgrade to the new Firefox »
  •  Dow Up0.13% Nasdaq Up0.70%

    More On IT0000384583…



    News & Info

    • Headlines
    • Message Boards


    AcomeA Performance A1 (IT0000384583.MI)

    22.24 0.00(0.00%) Dec 22

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up20
    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)3.67-0.19
    Beta (against Standard Index)1.080.82
    Mean Annual Return1.080.57
    R-squared (against Standard Index)16.3269.68
    Standard Deviation8.573.27
    Sharpe Ratio1.492.09
    Treynor Ratio12.106.99
    5 Years
    Alpha (against Standard Index)-0.42-0.10
    Beta (against Standard Index)1.160.78
    Mean Annual Return0.490.36
    R-squared (against Standard Index)26.1867.21
    Standard Deviation8.093.56
    Sharpe Ratio0.671.11
    Treynor Ratio4.525.59
    10 Years
    Alpha (against Standard Index)-0.17-0.47
    Beta (against Standard Index)0.800.82
    Mean Annual Return0.340.32
    R-squared (against Standard Index)21.2168.95
    Standard Deviation5.873.46
    Sharpe Ratio0.390.59
    Treynor Ratio2.722.49