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AcomeA Fondo ETF Attivo A1 (IT0001394326.MI)

3.84 Up 0.08(2.13%) Jun 28

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up8
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2005):17.27%
Worst 1 Yr Total Return(Dec 30, 2008):-22.82%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-12.04-4.94
Beta (against Standard Index)1.790.94
Mean Annual Return0.170.24
R-squared (against Standard Index)67.3065.11
Standard Deviation14.788.15
Sharpe Ratio0.140.36
Treynor Ratio0.542.14
5 Years
Alpha (against Standard Index)-8.68-6.22
Beta (against Standard Index)1.461.00
Mean Annual Return0.320.22
R-squared (against Standard Index)52.4959.52
Standard Deviation12.628.48
Sharpe Ratio0.280.31
Treynor Ratio1.931.87
10 Years
Alpha (against Standard Index)-5.20-3.55
Beta (against Standard Index)1.170.92
Mean Annual Return0.100.18
R-squared (against Standard Index)59.0553.62
Standard Deviation10.949.19
Sharpe Ratio-0.020.10
Treynor Ratio-0.690.61