• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down1.35% Nasdaq Down1.21%

    More On IT0004718612…



    News & Info

    • Headlines
    • Message Boards


    AcomeA Liquidità A2 (IT0004718612.MI)

    8.95 0.00(0.00%) Sep 1

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2012):13.92%
    Worst 1 Yr Total Return(Dec 30, 2014):1.01%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.300.23
    Beta (against Standard Index)66.771.17
    Mean Annual Return0.310.03
    R-squared (against Standard Index)36.8016.34
    Standard Deviation2.220.14
    Sharpe Ratio1.611.19
    Treynor Ratio0.05-0.34
    5 Years
    Alpha (against Standard Index)N/A0.11
    Beta (against Standard Index)N/A1.16
    Mean Annual ReturnN/A0.05
    R-squared (against Standard Index)N/A14.43
    Standard DeviationN/A0.25
    Sharpe RatioN/A0.11
    Treynor RatioN/A0.06
    10 Years
    Alpha (against Standard Index)N/A-0.20
    Beta (against Standard Index)N/A0.45
    Mean Annual ReturnN/A0.12
    R-squared (against Standard Index)N/A7.09
    Standard DeviationN/A0.50
    Sharpe RatioN/A-1.12
    Treynor RatioN/A-109.44