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AcomeA Breve Termine A2 (IT0004718638.MI)

14.81 Up 0.02(0.14%) Feb 4

Risk as of Dec 30, 2015Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up4
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2012):20.26%
Worst 1 Yr Total Return(Dec 30, 2015):1.48%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)1.80-0.14
Beta (against Standard Index)0.290.63
Mean Annual Return0.270.23
R-squared (against Standard Index)7.3244.03
Standard Deviation3.773.58
Sharpe Ratio0.830.74
Treynor Ratio10.714.21
5 Years
Alpha (against Standard Index)N/A0.08
Beta (against Standard Index)N/A0.65
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A34.17
Standard DeviationN/A4.54
Sharpe RatioN/A0.77
Treynor RatioN/A4.86
10 Years
Alpha (against Standard Index)N/A-0.28
Beta (against Standard Index)N/A0.62
Mean Annual ReturnN/A0.25
R-squared (against Standard Index)N/A25.76
Standard DeviationN/A6.08
Sharpe RatioN/A0.25
Treynor RatioN/A1.56