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AcomeA (ex L) Italian Opportunity (IT0001277604.MI)

6.70 0.00(0.00%) Dec 30


Risk as of Nov 29, 2011Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down5
Best 1 Yr Total Return(Dec 30, 1999):74.35%
Worst 1 Yr Total Return(Dec 30, 2008):-42.59%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0001277604.MICategory
Alpha (against Standard Index)0.462.32
Beta (against Standard Index)0.850.85
Mean Annual Return-0.050.05
R-squared (against Standard Index)92.8090.87
Standard Deviation22.3720.38
Sharpe Ratio-0.080.00
Treynor Ratio-4.76-2.43
5 Years
StatisticIT0001277604.MICategory
Alpha (against Standard Index)-0.302.21
Beta (against Standard Index)0.890.90
Mean Annual Return-0.94-0.36
R-squared (against Standard Index)90.9092.88
Standard Deviation21.5623.34
Sharpe Ratio-0.63-0.24
Treynor Ratio-17.06-8.97
10 Years
StatisticIT0001277604.MICategory
Alpha (against Standard Index)0.761.29
Beta (against Standard Index)0.920.91
Mean Annual Return-0.030.25
R-squared (against Standard Index)89.8390.27
Standard Deviation19.3318.62
Sharpe Ratio-0.150.05
Treynor Ratio-5.14-0.92