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    AcomeA Italia A1 (IT0000390044.MI)

    23.16 Down 0.51(2.15%) Apr 17

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up14
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2013):30.24%
    Worst 1 Yr Total Return(Dec 30, 2008):-47.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)5.665.67
    Beta (against Standard Index)1.130.85
    Mean Annual Return1.921.57
    R-squared (against Standard Index)90.0290.13
    Standard Deviation24.2518.19
    Sharpe Ratio0.941.04
    Treynor Ratio19.5022.19
    5 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)3.343.60
    Beta (against Standard Index)1.020.86
    Mean Annual Return0.720.68
    R-squared (against Standard Index)87.7491.22
    Standard Deviation23.1419.16
    Sharpe Ratio0.360.41
    Treynor Ratio5.637.24
    10 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)1.402.03
    Beta (against Standard Index)0.990.91
    Mean Annual Return0.240.29
    R-squared (against Standard Index)91.2490.99
    Standard Deviation21.3119.73
    Sharpe Ratio0.060.09
    Treynor Ratio-1.11-0.16