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    AcomeA Globale A2 (IT0004718794.MI)

    13.48 0.00(0.00%) Jun 16

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    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)-2.82-0.26
    Beta (against Standard Index)1.200.98
    Mean Annual Return1.361.28
    R-squared (against Standard Index)80.5582.02
    Standard Deviation12.5110.20
    Sharpe Ratio1.301.53
    Treynor Ratio13.8316.42
    5 Years
    Alpha (against Standard Index)N/A-1.20
    Beta (against Standard Index)N/A1.05
    Mean Annual ReturnN/A0.94
    R-squared (against Standard Index)N/A88.99
    Standard DeviationN/A15.17
    Sharpe RatioN/A0.76
    Treynor RatioN/A10.31
    10 Years
    Alpha (against Standard Index)N/A-0.22
    Beta (against Standard Index)N/A1.02
    Mean Annual ReturnN/A0.57
    R-squared (against Standard Index)N/A89.25
    Standard DeviationN/A17.80
    Sharpe RatioN/A0.31
    Treynor RatioN/A3.98