• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.12% Nasdaq Up0.71%

    More On IT0003073209…



    News & Info

    • Headlines
    • Message Boards


    AcomeA Patrimonio Aggressivo A1 (IT0003073209.MI)

    3.89 0.00(0.00%) Apr 23

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    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)-0.63-5.52
    Beta (against Standard Index)0.690.97
    Mean Annual Return0.710.60
    R-squared (against Standard Index)14.8450.23
    Standard Deviation7.686.28
    Sharpe Ratio1.091.20
    Treynor Ratio12.11-7.36
    5 Years
    Alpha (against Standard Index)-9.19-5.51
    Beta (against Standard Index)1.240.98
    Mean Annual Return0.270.38
    R-squared (against Standard Index)39.8547.78
    Standard Deviation9.647.44
    Sharpe Ratio0.290.59
    Treynor Ratio1.943.87
    10 Years
    Alpha (against Standard Index)-8.83-2.71
    Beta (against Standard Index)1.420.94
    Mean Annual Return0.070.36
    R-squared (against Standard Index)63.9553.45
    Standard Deviation12.048.94
    Sharpe Ratio-0.060.30
    Treynor Ratio-1.092.45