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    AcomeA Globale A2 (IT0004718794.MI)

    13.42 Up 0.02(0.15%) Mar 2

    Risk as of Jan 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, 2013):27.52%
    Worst 1 Yr Total Return(Dec 30, 2014):9.22%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.42-1.69
    Beta (against Standard Index)1.271.02
    Mean Annual Return0.920.89
    R-squared (against Standard Index)85.7886.15
    Standard Deviation14.7111.79
    Sharpe Ratio0.750.93
    Treynor Ratio8.1710.55
    5 Years
    Alpha (against Standard Index)N/A-1.63
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A0.75
    R-squared (against Standard Index)N/A90.18
    Standard DeviationN/A15.91
    Sharpe RatioN/A0.57
    Treynor RatioN/A7.75
    10 Years
    Alpha (against Standard Index)N/A-0.25
    Beta (against Standard Index)N/A1.02
    Mean Annual ReturnN/A0.52
    R-squared (against Standard Index)N/A89.08
    Standard DeviationN/A17.78
    Sharpe RatioN/A0.27
    Treynor RatioN/A3.26