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AcomeA Paesi Emergenti A2 (IT0004718810.MI)

7.25 Down 0.04(0.55%) Aug 28

Risk as of Jul 30, 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)1.21-0.67
Beta (against Standard Index)0.960.98
Mean Annual Return0.280.13
R-squared (against Standard Index)87.5093.98
Standard Deviation19.9819.75
Sharpe Ratio0.170.08
Treynor Ratio1.39-0.23
5 Years
StatisticIT0004718810.MICategory
Alpha (against Standard Index)N/A-0.76
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A0.66
R-squared (against Standard Index)N/A93.87
Standard DeviationN/A18.96
Sharpe RatioN/A0.42
Treynor RatioN/A6.56
10 Years
StatisticIT0004718810.MICategory
Alpha (against Standard Index)N/A-1.28
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A1.10
R-squared (against Standard Index)N/A95.78
Standard DeviationN/A23.96
Sharpe RatioN/A0.49
Treynor RatioN/A9.33