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More On IT0000390028…


AcomeA Eurobbligazionario A1 (IT0000390028.MI)

18.08 Down 0.01(0.06%) Jul 21

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up16
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 2012):28.15%
Worst 1 Yr Total Return(Dec 30, 2011):-4.39%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0000390028.MICategory
Alpha (against Standard Index)2.15-0.31
Beta (against Standard Index)1.310.89
Mean Annual Return1.000.54
R-squared (against Standard Index)33.1576.33
Standard Deviation10.264.94
Sharpe Ratio1.121.25
Treynor Ratio8.886.34
5 Years
StatisticIT0000390028.MICategory
Alpha (against Standard Index)1.23-0.14
Beta (against Standard Index)1.090.88
Mean Annual Return0.590.39
R-squared (against Standard Index)31.8177.40
Standard Deviation8.314.59
Sharpe Ratio0.780.92
Treynor Ratio5.844.49
10 Years
StatisticIT0000390028.MICategory
Alpha (against Standard Index)-0.03-0.44
Beta (against Standard Index)0.960.85
Mean Annual Return0.400.34
R-squared (against Standard Index)37.1479.04
Standard Deviation6.184.05
Sharpe Ratio0.480.57
Treynor Ratio3.012.33