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    AcomeA Patrimonio Dinamico A1 (IT0003073183.MI)

    5.44 Up 0.01(0.18%) May 20

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    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
    Alpha (against Standard Index)3.67-3.97
    Beta (against Standard Index)0.400.90
    Mean Annual Return0.740.63
    R-squared (against Standard Index)8.2746.92
    Standard Deviation6.096.28
    Sharpe Ratio1.421.25
    Treynor Ratio22.329.42
    5 Years
    Alpha (against Standard Index)-4.86-4.95
    Beta (against Standard Index)0.950.96
    Mean Annual Return0.370.37
    R-squared (against Standard Index)32.6946.75
    Standard Deviation8.327.48
    Sharpe Ratio0.480.57
    Treynor Ratio3.903.32
    10 Years
    Alpha (against Standard Index)-3.95-2.41
    Beta (against Standard Index)0.900.93
    Mean Annual Return0.230.37
    R-squared (against Standard Index)56.5353.00
    Standard Deviation8.148.93
    Sharpe Ratio0.130.32
    Treynor Ratio0.842.61