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More On IT0000390069…

AcomeA Globale A1 (IT0000390069.MI)

10.55 Up 0.01(0.09%) Jul 25

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up13
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 1999):39.83%
Worst 1 Yr Total Return(Dec 30, 2008):-42.23%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-4.12-2.82
Beta (against Standard Index)1.171.08
Mean Annual Return0.840.86
R-squared (against Standard Index)87.0090.13
Standard Deviation17.2415.68
Sharpe Ratio0.580.67
Treynor Ratio7.599.01
5 Years
Alpha (against Standard Index)-4.16-1.84
Beta (against Standard Index)1.101.04
Mean Annual Return1.001.12
R-squared (against Standard Index)90.9490.09
Standard Deviation17.2216.36
Sharpe Ratio0.690.83
Treynor Ratio10.0012.52
10 Years
Alpha (against Standard Index)-4.42-0.47
Beta (against Standard Index)0.971.02
Mean Annual Return0.290.65
R-squared (against Standard Index)91.1389.08
Standard Deviation16.7517.94
Sharpe Ratio0.110.35
Treynor Ratio0.504.72