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    AcomeA Performance A2 (IT0004718695.MI)

    23.24 Down 0.12(0.51%) May 28

    Risk as of Apr 29, 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)3.98-1.75
    Beta (against Standard Index)0.470.72
    Mean Annual Return0.730.46
    R-squared (against Standard Index)4.8254.27
    Standard Deviation7.123.40
    Sharpe Ratio1.211.62
    Treynor Ratio18.538.00
    5 Years
    Alpha (against Standard Index)N/A-2.03
    Beta (against Standard Index)N/A0.74
    Mean Annual ReturnN/A0.32
    R-squared (against Standard Index)N/A53.64
    Standard DeviationN/A3.86
    Sharpe RatioN/A0.88
    Treynor RatioN/A4.29
    10 Years
    Alpha (against Standard Index)N/A-1.72
    Beta (against Standard Index)N/A0.81
    Mean Annual ReturnN/A0.29
    R-squared (against Standard Index)N/A59.41
    Standard DeviationN/A4.40
    Sharpe RatioN/A0.38
    Treynor RatioN/A1.99