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    AcomeA Globale A1 (IT0000390069.MI)

    11.34 Up 0.09(0.80%) Jul 28

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up14
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2013):26.57%
    Worst 1 Yr Total Return(Dec 30, 2008):-42.23%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.03-0.15
    Beta (against Standard Index)1.190.99
    Mean Annual Return1.031.05
    R-squared (against Standard Index)79.2382.14
    Standard Deviation12.2410.12
    Sharpe Ratio1.001.27
    Treynor Ratio10.2113.10
    5 Years
    Alpha (against Standard Index)-5.25-1.51
    Beta (against Standard Index)1.141.06
    Mean Annual Return0.710.94
    R-squared (against Standard Index)89.1689.39
    Standard Deviation16.2915.16
    Sharpe Ratio0.520.75
    Treynor Ratio6.4610.17
    10 Years
    Alpha (against Standard Index)-4.16-0.18
    Beta (against Standard Index)0.971.01
    Mean Annual Return0.190.54
    R-squared (against Standard Index)90.8689.30
    Standard Deviation16.9617.83
    Sharpe Ratio0.050.29
    Treynor Ratio-0.553.60