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AcomeA Globale A2 (IT0004718794.MI)

12.06 Up 0.04(0.33%) May 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):27.52%
Worst 1 Yr Total Return(Dec 30, 2015):0.59%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-2.57-0.32
Beta (against Standard Index)1.101.02
Mean Annual Return0.260.41
R-squared (against Standard Index)86.1587.03
Standard Deviation14.0112.98
Sharpe Ratio0.220.39
Treynor Ratio1.924.24
5 Years
Alpha (against Standard Index)N/A-1.49
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A88.70
Standard DeviationN/A14.95
Sharpe RatioN/A0.31
Treynor RatioN/A3.37
10 Years
Alpha (against Standard Index)N/A-0.28
Beta (against Standard Index)N/A1.00
Mean Annual ReturnN/A0.34
R-squared (against Standard Index)N/A89.39
Standard DeviationN/A18.02
Sharpe RatioN/A0.17
Treynor RatioN/A1.55