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    AcomeA Breve Termine A1 (IT0000390002.MI)

    15.50 Up 0.01(0.06%) Apr 15

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up19
    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)-2.840.05
    Beta (against Standard Index)4.070.94
    Mean Annual Return0.490.18
    R-squared (against Standard Index)44.0048.94
    Standard Deviation5.031.17
    Sharpe Ratio1.131.79
    Treynor Ratio1.40-14.76
    5 Years
    Alpha (against Standard Index)-2.22-0.38
    Beta (against Standard Index)3.600.89
    Mean Annual Return0.420.15
    R-squared (against Standard Index)54.9649.07
    Standard Deviation6.201.67
    Sharpe Ratio0.730.77
    Treynor Ratio1.241.56
    10 Years
    Alpha (against Standard Index)-0.67-0.71
    Beta (against Standard Index)1.880.81
    Mean Annual Return0.310.18
    R-squared (against Standard Index)29.8046.90
    Standard Deviation4.421.74
    Sharpe Ratio0.460.21
    Treynor Ratio1.083.13