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    AcomeA Performance A2 (IT0004718695.MI)

    22.08 Down 0.06(0.27%) Nov 25

    Risk as of Oct 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):24.12%
    Worst 1 Yr Total Return(Dec 30, 2014):4.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-5.01-2.25
    Beta (against Standard Index)1.060.74
    Mean Annual Return0.310.32
    R-squared (against Standard Index)36.3066.38
    Standard Deviation7.944.18
    Sharpe Ratio0.450.91
    Treynor Ratio3.145.07
    5 Years
    Alpha (against Standard Index)N/A-2.51
    Beta (against Standard Index)N/A0.77
    Mean Annual ReturnN/A0.26
    R-squared (against Standard Index)N/A62.33
    Standard DeviationN/A4.27
    Sharpe RatioN/A0.64
    Treynor RatioN/A3.29
    10 Years
    Alpha (against Standard Index)N/A-1.80
    Beta (against Standard Index)N/A0.80
    Mean Annual ReturnN/A0.24
    R-squared (against Standard Index)N/A60.80
    Standard DeviationN/A4.58
    Sharpe RatioN/A0.27
    Treynor RatioN/A1.38