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    AcomeA Fondo ETF Attivo A1 (IT0001394326.MI)

    4.53 Down 0.11(2.37%) Aug 12

    Risk as of Jul 30, 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):17.27%
    Worst 1 Yr Total Return(Dec 30, 2008):-22.82%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.72-2.99
    Beta (against Standard Index)1.270.85
    Mean Annual Return0.740.57
    R-squared (against Standard Index)29.6149.10
    Standard Deviation11.196.23
    Sharpe Ratio0.791.12
    Treynor Ratio6.708.28
    5 Years
    Alpha (against Standard Index)-4.70-5.04
    Beta (against Standard Index)1.140.98
    Mean Annual Return0.540.38
    R-squared (against Standard Index)36.9050.31
    Standard Deviation9.747.49
    Sharpe Ratio0.630.59
    Treynor Ratio5.084.62
    10 Years
    Alpha (against Standard Index)-3.90-2.60
    Beta (against Standard Index)1.050.93
    Mean Annual Return0.230.29
    R-squared (against Standard Index)57.2552.57
    Standard Deviation9.458.96
    Sharpe Ratio0.120.22
    Treynor Ratio0.711.24