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AcomeA Patrimonio Aggressivo A1 (IT0003073209.MI)

3.59 Up 0.01(0.28%) Oct 17

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up8
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2005):21.05%
Worst 1 Yr Total Return(Dec 30, 2008):-38.34%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.68-5.66
Beta (against Standard Index)0.900.92
Mean Annual Return0.750.52
R-squared (against Standard Index)21.0547.58
Standard Deviation8.686.42
Sharpe Ratio0.990.97
Treynor Ratio9.585.14
5 Years
Alpha (against Standard Index)-8.30-5.26
Beta (against Standard Index)1.280.94
Mean Annual Return0.320.32
R-squared (against Standard Index)43.7547.01
Standard Deviation9.797.36
Sharpe Ratio0.340.48
Treynor Ratio2.283.12
10 Years
Alpha (against Standard Index)-7.55-2.41
Beta (against Standard Index)1.460.92
Mean Annual Return0.100.32
R-squared (against Standard Index)64.6751.91
Standard Deviation12.038.80
Sharpe Ratio-0.040.25
Treynor Ratio-0.881.80