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More On IT0000390002…


AcomeA Breve Termine A1 (IT0000390002.MI)

15.32 Down 0.03(0.20%) Jul 25

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up18
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
StatisticIT0000390002.MICategory
Alpha (against Standard Index)-3.74-0.55
Beta (against Standard Index)4.250.93
Mean Annual Return0.720.21
R-squared (against Standard Index)66.8254.14
Standard Deviation7.561.90
Sharpe Ratio1.081.21
Treynor Ratio1.947.41
5 Years
StatisticIT0000390002.MICategory
Alpha (against Standard Index)-2.58-0.44
Beta (against Standard Index)3.250.90
Mean Annual Return0.460.18
R-squared (against Standard Index)51.7449.74
Standard Deviation6.001.76
Sharpe Ratio0.840.91
Treynor Ratio1.541.25
10 Years
StatisticIT0000390002.MICategory
Alpha (against Standard Index)-0.60-0.80
Beta (against Standard Index)1.840.81
Mean Annual Return0.330.18
R-squared (against Standard Index)30.6347.12
Standard Deviation4.281.80
Sharpe Ratio0.490.16
Treynor Ratio1.14-0.56