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More On IT0004718810…


AcomeA Paesi Emergenti A2 (IT0004718810.MI)

7.07 Up 0.04(0.57%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up1
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2012):15.55%
Worst 1 Yr Total Return(Dec 30, 2013):-1.00%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0004718810.MICategory
Alpha (against Standard Index)1.14-0.29
Beta (against Standard Index)0.960.98
Mean Annual Return0.210.10
R-squared (against Standard Index)87.4793.98
Standard Deviation19.9519.73
Sharpe Ratio0.120.06
Treynor Ratio0.53-0.63
5 Years
StatisticIT0004718810.MICategory
Alpha (against Standard Index)N/A-0.73
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A0.82
R-squared (against Standard Index)N/A94.15
Standard DeviationN/A19.50
Sharpe RatioN/A0.50
Treynor RatioN/A8.46
10 Years
StatisticIT0004718810.MICategory
Alpha (against Standard Index)N/A-1.22
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A1.07
R-squared (against Standard Index)N/A95.81
Standard DeviationN/A23.99
Sharpe RatioN/A0.47
Treynor RatioN/A8.96