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AcomeA FONDO ETF Attivo A1 (IT0001394326.MI)

4.40 Up 0.02(0.46%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up7
Number of Years Down6
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)-4.14-7.27
Beta (against Standard Index)1.231.04
Mean Annual Return0.720.30
R-squared (against Standard Index)33.7854.16
Standard Deviation10.657.50
Sharpe Ratio0.780.46
Treynor Ratio6.520.57
5 Years
Alpha (against Standard Index)-3.50-5.06
Beta (against Standard Index)1.200.97
Mean Annual Return0.660.36
R-squared (against Standard Index)43.2247.78
Standard Deviation9.157.46
Sharpe Ratio0.810.54
Treynor Ratio6.053.74
10 Years
Alpha (against Standard Index)-3.40-2.14
Beta (against Standard Index)1.070.92
Mean Annual Return0.270.32
R-squared (against Standard Index)60.6252.32
Standard Deviation9.058.73
Sharpe Ratio0.160.24
Treynor Ratio1.001.74