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AcomeA Patrimonio Aggressivo A1 (IT0003073209.MI)

3.48 Up 0.02(0.58%) May 25

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up9
Number of Years Down5
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)-4.12-4.41
Beta (against Standard Index)0.870.94
Mean Annual Return0.230.25
R-squared (against Standard Index)59.0964.79
Standard Deviation7.668.18
Sharpe Ratio0.350.36
Treynor Ratio2.82-25.16
5 Years
Alpha (against Standard Index)-7.79-6.22
Beta (against Standard Index)1.051.00
Mean Annual Return0.110.21
R-squared (against Standard Index)44.5559.19
Standard Deviation9.848.48
Sharpe Ratio0.110.28
Treynor Ratio0.541.61
10 Years
Alpha (against Standard Index)-9.14-3.63
Beta (against Standard Index)1.340.93
Mean Annual Return-0.170.15
R-squared (against Standard Index)62.5054.35
Standard Deviation12.149.30
Sharpe Ratio-0.280.05
Treynor Ratio-3.110.12