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    AcomeA Breve Termine A1 (IT0000390002.MI)

    15.48 Down 0.02(0.13%) May 3

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up20
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2012):19.67%
    Worst 1 Yr Total Return(Dec 30, 2011):-2.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.18-0.47
    Beta (against Standard Index)0.310.58
    Mean Annual Return0.240.23
    R-squared (against Standard Index)8.5636.09
    Standard Deviation3.753.74
    Sharpe Ratio0.760.72
    Treynor Ratio9.084.89
    5 Years
    Alpha (against Standard Index)-0.18-0.27
    Beta (against Standard Index)0.780.62
    Mean Annual Return0.400.32
    R-squared (against Standard Index)19.3330.74
    Standard Deviation6.444.61
    Sharpe Ratio0.700.77
    Treynor Ratio5.654.77
    10 Years
    Alpha (against Standard Index)0.42-0.36
    Beta (against Standard Index)0.480.59
    Mean Annual Return0.290.26
    R-squared (against Standard Index)13.3824.89
    Standard Deviation4.625.91
    Sharpe Ratio0.450.28
    Treynor Ratio4.251.70