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AcomeA Liquidità A1 (IT0001029823.MI)

9.09 0.00(0.00%) Apr 29

Risk as of Mar 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up14
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2012):13.92%
Worst 1 Yr Total Return(Dec 30, 2011):-5.72%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)0.820.12
Beta (against Standard Index)-14.63-0.41
Mean Annual Return0.080.01
R-squared (against Standard Index)15.6614.45
Standard Deviation0.480.12
Sharpe Ratio2.001.90
Treynor Ratio-0.060.08
5 Years
Alpha (against Standard Index)1.540.11
Beta (against Standard Index)25.320.99
Mean Annual Return0.210.04
R-squared (against Standard Index)3.2113.13
Standard Deviation4.680.24
Sharpe Ratio0.470.22
Treynor Ratio0.08-0.14
10 Years
Alpha (against Standard Index)0.10-0.16
Beta (against Standard Index)-0.710.21
Mean Annual Return0.120.11
R-squared (against Standard Index)0.015.14
Standard Deviation4.660.50
Sharpe Ratio0.01-1.00
Treynor Ratio0.101.20