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    AcomeA Performance A2 (IT0004718695.MI)

    23.34 Down 0.24(1.02%) Apr 17

    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):24.12%
    Worst 1 Yr Total Return(Dec 30, 2014):4.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.14-2.52
    Beta (against Standard Index)0.630.77
    Mean Annual Return0.650.46
    R-squared (against Standard Index)7.5156.78
    Standard Deviation7.313.36
    Sharpe Ratio1.041.64
    Treynor Ratio12.006.92
    5 Years
    Alpha (against Standard Index)N/A-2.30
    Beta (against Standard Index)N/A0.76
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A54.17
    Standard DeviationN/A3.84
    Sharpe RatioN/A0.91
    Treynor RatioN/A4.37
    10 Years
    Alpha (against Standard Index)N/A-1.86
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.29
    R-squared (against Standard Index)N/A59.67
    Standard DeviationN/A4.38
    Sharpe RatioN/A0.38
    Treynor RatioN/A2.02