• FirefoxInstall the new Firefox »
  •  Dow Down0.47% Nasdaq Down0.56%

    More On IT0004718638…



    News & Info

    • Headlines
    • Message Boards


    AcomeA Breve Termine A2 (IT0004718638.MI)

    14.80 Up 0.01(0.07%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2012):20.26%
    Worst 1 Yr Total Return(Dec 30, 2014):1.79%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.53-0.02
    Beta (against Standard Index)5.060.94
    Mean Annual Return0.610.20
    R-squared (against Standard Index)54.1049.18
    Standard Deviation6.061.24
    Sharpe Ratio1.181.80
    Treynor Ratio1.43-104.58
    5 Years
    Alpha (against Standard Index)N/A-0.42
    Beta (against Standard Index)N/A0.87
    Mean Annual ReturnN/A0.15
    R-squared (against Standard Index)N/A48.82
    Standard DeviationN/A1.65
    Sharpe RatioN/A0.81
    Treynor RatioN/A1.68
    10 Years
    Alpha (against Standard Index)N/A-0.75
    Beta (against Standard Index)N/A0.80
    Mean Annual ReturnN/A0.17
    R-squared (against Standard Index)N/A45.73
    Standard DeviationN/A1.75
    Sharpe RatioN/A0.16
    Treynor RatioN/A25.64