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More On IT0003073209…

AcomeA Patrimonio Aggressivo A1 (IT0003073209.MI)

3.67 0.00(0.00%) Jul 21

Risk as of Jun 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)-7.96-6.82
Beta (against Standard Index)1.251.02
Mean Annual Return0.390.30
R-squared (against Standard Index)36.7253.21
Standard Deviation10.397.54
Sharpe Ratio0.400.45
Treynor Ratio2.972.73
5 Years
Alpha (against Standard Index)-7.89-4.86
Beta (against Standard Index)1.330.94
Mean Annual Return0.480.41
R-squared (against Standard Index)48.4448.23
Standard Deviation10.177.53
Sharpe Ratio0.520.61
Treynor Ratio3.685.32
10 Years
Alpha (against Standard Index)-7.39-2.19
Beta (against Standard Index)1.470.93
Mean Annual Return0.070.31
R-squared (against Standard Index)65.0252.46
Standard Deviation12.088.78
Sharpe Ratio-0.080.22
Treynor Ratio-1.171.43