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    AcomeA Fondo ETF Attivo A2 (IT0004718711.MI)

    3.69 Down 0.13(3.40%) Feb 11

    Risk as of Dec 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):13.42%
    Worst 1 Yr Total Return(Dec 30, 2015):-2.03%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-11.00-4.18
    Beta (against Standard Index)1.580.90
    Mean Annual Return0.410.41
    R-squared (against Standard Index)55.4662.64
    Standard Deviation14.167.80
    Sharpe Ratio0.350.62
    Treynor Ratio2.525.72
    5 Years
    Alpha (against Standard Index)N/A-5.70
    Beta (against Standard Index)N/A0.98
    Mean Annual ReturnN/A0.23
    R-squared (against Standard Index)N/A58.46
    Standard DeviationN/A8.34
    Sharpe RatioN/A0.30
    Treynor RatioN/A4.42
    10 Years
    Alpha (against Standard Index)N/A-3.07
    Beta (against Standard Index)N/A0.92
    Mean Annual ReturnN/A0.20
    R-squared (against Standard Index)N/A54.04
    Standard DeviationN/A9.20
    Sharpe RatioN/A0.10
    Treynor RatioN/A2.26