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AcomeA Italia A1 (IT0000390044.MI)

18.69 Up 0.02(0.11%) Nov 24

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up13
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 1999):33.07%
Worst 1 Yr Total Return(Dec 30, 2008):-47.28%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0000390044.MICategory
Alpha (against Standard Index)2.343.34
Beta (against Standard Index)1.150.85
Mean Annual Return1.251.07
R-squared (against Standard Index)88.6389.02
Standard Deviation23.8917.62
Sharpe Ratio0.620.72
Treynor Ratio11.0213.98
5 Years
StatisticIT0000390044.MICategory
Alpha (against Standard Index)1.182.10
Beta (against Standard Index)1.000.85
Mean Annual Return0.360.41
R-squared (against Standard Index)87.9591.52
Standard Deviation22.3918.76
Sharpe Ratio0.170.23
Treynor Ratio1.403.21
10 Years
StatisticIT0000390044.MICategory
Alpha (against Standard Index)0.071.28
Beta (against Standard Index)0.980.91
Mean Annual Return0.120.22
R-squared (against Standard Index)91.4291.08
Standard Deviation20.6819.37
Sharpe Ratio-0.010.05
Treynor Ratio-2.51-1.07