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AcomeA Patrimonio Dinamico A1 (IT0003073183.MI)

4.82 Up 0.01(0.21%) May 17


Risk as of Feb 27, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up7
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2012):17.85%
Worst 1 Yr Total Return(Dec 30, 2008):-20.84%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0003073183.MICategory
Alpha (against Standard Index)-6.19-5.98
Beta (against Standard Index)1.150.91
Mean Annual Return0.260.09
R-squared (against Standard Index)36.8943.33
Standard Deviation10.297.71
Sharpe Ratio0.240.11
Treynor Ratio1.69-9.95
5 Years
StatisticIT0003073183.MICategory
Alpha (against Standard Index)-5.07-5.08
Beta (against Standard Index)0.950.84
Mean Annual Return0.040.04
R-squared (against Standard Index)56.0449.96
Standard Deviation10.249.74
Sharpe Ratio-0.08-0.04
Treynor Ratio-1.48-1.26
10 Years
StatisticIT0003073183.MICategory
Alpha (against Standard Index)-3.51-2.33
Beta (against Standard Index)0.960.97
Mean Annual Return0.220.33
R-squared (against Standard Index)60.4854.47
Standard Deviation8.208.95
Sharpe Ratio0.070.23
Treynor Ratio0.236.31