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AcomeA Italia A1 (IT0000390044.MI)

19.47 Down 0.02(0.10%) Sep 12

Risk as of Aug 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)0.603.63
Beta (against Standard Index)1.110.85
Mean Annual Return1.281.25
R-squared (against Standard Index)85.9289.36
Standard Deviation23.9818.01
Sharpe Ratio0.620.82
Treynor Ratio11.6616.76
5 Years
StatisticIT0000390044.MICategory
Alpha (against Standard Index)1.242.65
Beta (against Standard Index)1.000.85
Mean Annual Return0.390.48
R-squared (against Standard Index)88.6391.81
Standard Deviation22.5718.87
Sharpe Ratio0.190.28
Treynor Ratio1.734.22
10 Years
StatisticIT0000390044.MICategory
Alpha (against Standard Index)0.071.50
Beta (against Standard Index)0.980.91
Mean Annual Return0.190.31
R-squared (against Standard Index)91.7091.08
Standard Deviation20.7019.37
Sharpe Ratio0.030.10
Treynor Ratio-1.660.04