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    AcomeA Paesi Emergenti A1 (IT0001394284.MI)

    6.33 Down 0.11(1.71%) Jul 24

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up8
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2005):47.15%
    Worst 1 Yr Total Return(Dec 30, 2008):-53.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.55-0.04
    Beta (against Standard Index)1.130.96
    Mean Annual Return0.460.35
    R-squared (against Standard Index)69.5386.89
    Standard Deviation16.8412.85
    Sharpe Ratio0.320.33
    Treynor Ratio3.723.79
    5 Years
    Alpha (against Standard Index)-1.46-0.72
    Beta (against Standard Index)1.010.97
    Mean Annual Return0.320.36
    R-squared (against Standard Index)84.1492.97
    Standard Deviation19.8118.20
    Sharpe Ratio0.190.24
    Treynor Ratio1.812.95
    10 Years
    Alpha (against Standard Index)-3.38-1.17
    Beta (against Standard Index)0.940.98
    Mean Annual Return0.560.78
    R-squared (against Standard Index)90.5895.57
    Standard Deviation23.2823.70
    Sharpe Ratio0.230.34
    Treynor Ratio2.825.48