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    AcomeA Europa A1 (IT0000388535.MI)

    14.14 Down 0.03(0.21%) Apr 30

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up15
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2013):34.94%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.84%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.621.01
    Beta (against Standard Index)1.230.92
    Mean Annual Return1.651.35
    R-squared (against Standard Index)80.9982.88
    Standard Deviation15.1311.15
    Sharpe Ratio1.301.46
    Treynor Ratio16.4418.63
    5 Years
    Alpha (against Standard Index)-1.520.47
    Beta (against Standard Index)1.010.94
    Mean Annual Return0.720.83
    R-squared (against Standard Index)80.4886.16
    Standard Deviation15.0513.53
    Sharpe Ratio0.540.71
    Treynor Ratio7.239.74
    10 Years
    Alpha (against Standard Index)-0.370.14
    Beta (against Standard Index)0.820.89
    Mean Annual Return0.440.52
    R-squared (against Standard Index)85.2988.75
    Standard Deviation15.1216.14
    Sharpe Ratio0.240.28
    Treynor Ratio3.153.77