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    AcomeA Liquidità A2 (IT0004718612.MI)

    8.94 0.00(0.00%) Apr 26

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:
    Number of Years Up4
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2012):13.92%
    Worst 1 Yr Total Return(Dec 30, 2015):0.16%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.680.13
    Beta (against Standard Index)-13.15-0.15
    Mean Annual Return0.070.01
    R-squared (against Standard Index)19.2814.85
    Standard Deviation0.400.12
    Sharpe Ratio1.992.08
    Treynor Ratio-0.06-0.05
    5 Years
    Alpha (against Standard Index)N/A0.11
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.03
    R-squared (against Standard Index)N/A12.97
    Standard DeviationN/A0.24
    Sharpe RatioN/A0.36
    Treynor RatioN/A-0.04
    10 Years
    Alpha (against Standard Index)N/A-0.14
    Beta (against Standard Index)N/A0.20
    Mean Annual ReturnN/A0.10
    R-squared (against Standard Index)N/A5.04
    Standard DeviationN/A0.50
    Sharpe RatioN/A-0.93
    Treynor RatioN/A0.33