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More On IT0000390044…

AcomeA Italia A1 (IT0000390044.MI)

19.24 Up 0.08(0.42%) Jul 18

Risk as of Jun 29, 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
Alpha (against Standard Index)2.103.76
Beta (against Standard Index)1.060.86
Mean Annual Return0.780.81
R-squared (against Standard Index)87.1691.15
Standard Deviation25.7820.29
Sharpe Ratio0.340.46
Treynor Ratio5.509.02
5 Years
Alpha (against Standard Index)0.612.84
Beta (against Standard Index)0.990.85
Mean Annual Return0.660.76
R-squared (against Standard Index)88.7091.90
Standard Deviation22.8119.13
Sharpe Ratio0.320.45
Treynor Ratio4.948.42
10 Years
Alpha (against Standard Index)-0.051.53
Beta (against Standard Index)0.980.91
Mean Annual Return0.190.32
R-squared (against Standard Index)91.7091.04
Standard Deviation20.7019.36
Sharpe Ratio0.020.10
Treynor Ratio-1.760.10