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    AcomeA Patrimonio Dinamico A2 (IT0004718752.MI)

    5.35 Up 0.03(0.56%) Jun 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2012):18.45%
    Worst 1 Yr Total Return(Dec 30, 2015):-3.89%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.55-3.60
    Beta (against Standard Index)0.730.89
    Mean Annual Return0.270.33
    R-squared (against Standard Index)53.7874.99
    Standard Deviation6.767.07
    Sharpe Ratio0.470.56
    Treynor Ratio4.124.86
    5 Years
    Alpha (against Standard Index)N/A-4.34
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.33
    R-squared (against Standard Index)N/A71.26
    Standard DeviationN/A7.09
    Sharpe RatioN/A0.55
    Treynor RatioN/A3.94
    10 Years
    Alpha (against Standard Index)N/A-2.77
    Beta (against Standard Index)N/A0.93
    Mean Annual ReturnN/A0.25
    R-squared (against Standard Index)N/A73.05
    Standard DeviationN/A7.79
    Sharpe RatioN/A0.22
    Treynor RatioN/A1.60