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    AcomeA Italia A1 (IT0000390044.MI)

    17.28 Down 0.01(0.06%) Feb 4

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    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)6.355.49
    Beta (against Standard Index)1.130.88
    Mean Annual Return1.641.32
    R-squared (against Standard Index)89.5190.27
    Standard Deviation22.2417.17
    Sharpe Ratio0.880.93
    Treynor Ratio16.5117.91
    5 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)3.203.28
    Beta (against Standard Index)1.050.87
    Mean Annual Return0.750.68
    R-squared (against Standard Index)87.2090.92
    Standard Deviation22.8418.41
    Sharpe Ratio0.380.42
    Treynor Ratio5.957.39
    10 Years
    StatisticIT0000390044.MICategory
    Alpha (against Standard Index)1.522.16
    Beta (against Standard Index)0.990.91
    Mean Annual Return0.110.18
    R-squared (against Standard Index)90.9390.96
    Standard Deviation21.4819.76
    Sharpe Ratio-0.010.03
    Treynor Ratio-2.48-1.49