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AcomeA Europa A1 (IT0000388535.MI)

12.35 Down 0.09(0.72%) Sep 15

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up14
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 1999):40.76%
Worst 1 Yr Total Return(Dec 30, 2008):-41.84%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0000388535.MICategory
Alpha (against Standard Index)-3.54-0.71
Beta (against Standard Index)1.120.95
Mean Annual Return1.211.22
R-squared (against Standard Index)73.0480.89
Standard Deviation14.6711.89
Sharpe Ratio0.971.23
Treynor Ratio12.5415.76
5 Years
StatisticIT0000388535.MICategory
Alpha (against Standard Index)-1.250.26
Beta (against Standard Index)0.970.93
Mean Annual Return0.640.74
R-squared (against Standard Index)80.6086.16
Standard Deviation14.6113.58
Sharpe Ratio0.490.63
Treynor Ratio6.568.61
10 Years
StatisticIT0000388535.MICategory
Alpha (against Standard Index)-1.07-0.31
Beta (against Standard Index)0.800.89
Mean Annual Return0.390.49
R-squared (against Standard Index)85.7788.72
Standard Deviation14.6115.86
Sharpe Ratio0.200.26
Treynor Ratio2.403.38