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AcomeA Eurobbligazionario A1 (IT0000390028.MI)

18.06 Down 0.03(0.17%) Sep 26

Risk as of Aug 30, 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)1.70-0.44
Beta (against Standard Index)1.320.89
Mean Annual Return0.960.52
R-squared (against Standard Index)31.9377.32
Standard Deviation10.274.76
Sharpe Ratio1.091.26
Treynor Ratio8.506.22
5 Years
StatisticIT0000390028.MICategory
Alpha (against Standard Index)0.72-0.20
Beta (against Standard Index)1.070.88
Mean Annual Return0.540.39
R-squared (against Standard Index)30.5277.70
Standard Deviation8.354.60
Sharpe Ratio0.720.93
Treynor Ratio5.494.61
10 Years
StatisticIT0000390028.MICategory
Alpha (against Standard Index)-0.23-0.44
Beta (against Standard Index)0.940.86
Mean Annual Return0.380.34
R-squared (against Standard Index)36.0579.33
Standard Deviation6.204.06
Sharpe Ratio0.450.59
Treynor Ratio2.872.17