• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.23% Nasdaq Down0.63%

    More On IT0004718653…



    News & Info

    • Headlines
    • Message Boards


    AcomeA Eurobbligazionario A2 (IT0004718653.MI)

    17.90 Up 0.04(0.22%) Apr 23

    Risk as of Mar 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):28.59%
    Worst 1 Yr Total Return(Dec 30, 2014):3.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.64-0.36
    Beta (against Standard Index)0.370.85
    Mean Annual Return0.660.58
    R-squared (against Standard Index)3.5970.44
    Standard Deviation6.353.57
    Sharpe Ratio1.221.94
    Treynor Ratio21.119.19
    5 Years
    Alpha (against Standard Index)N/A-0.36
    Beta (against Standard Index)N/A0.84
    Mean Annual ReturnN/A0.42
    R-squared (against Standard Index)N/A76.87
    Standard DeviationN/A4.58
    Sharpe RatioN/A1.04
    Treynor RatioN/A5.59
    10 Years
    Alpha (against Standard Index)N/A-0.50
    Beta (against Standard Index)N/A0.85
    Mean Annual ReturnN/A0.35
    R-squared (against Standard Index)N/A78.42
    Standard DeviationN/A4.16
    Sharpe RatioN/A0.65
    Treynor RatioN/A1.35