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AcomeA Patrimonio Aggressivo A2 (IT0004718778.MI)

4.11 Up 0.01(0.24%) Aug 21

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):17.15%
Worst 1 Yr Total Return(Dec 30, 2012):10.61%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0004718778.MICategory
Alpha (against Standard Index)-6.14-7.27
Beta (against Standard Index)1.221.04
Mean Annual Return0.550.30
R-squared (against Standard Index)35.8054.16
Standard Deviation10.187.50
Sharpe Ratio0.600.46
Treynor Ratio4.760.57
5 Years
StatisticIT0004718778.MICategory
Alpha (against Standard Index)N/A-5.06
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.36
R-squared (against Standard Index)N/A47.78
Standard DeviationN/A7.46
Sharpe RatioN/A0.54
Treynor RatioN/A3.74
10 Years
StatisticIT0004718778.MICategory
Alpha (against Standard Index)N/A-2.14
Beta (against Standard Index)N/A0.92
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A52.32
Standard DeviationN/A8.73
Sharpe RatioN/A0.24
Treynor RatioN/A1.74