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    AcomeA Europa A2 (IT0004718869.MI)

    13.25 Up 0.35(2.71%) Dec 18

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up2
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):35.72%
    Worst 1 Yr Total Return(Dec 30, 2012):12.10%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.141.20
    Beta (against Standard Index)1.170.89
    Mean Annual Return1.491.23
    R-squared (against Standard Index)76.6480.03
    Standard Deviation13.8710.42
    Sharpe Ratio1.271.42
    Treynor Ratio15.4017.13
    5 Years
    Alpha (against Standard Index)N/A0.21
    Beta (against Standard Index)N/A0.94
    Mean Annual ReturnN/A0.74
    R-squared (against Standard Index)N/A86.33
    Standard DeviationN/A13.62
    Sharpe RatioN/A0.63
    Treynor RatioN/A8.52
    10 Years
    Alpha (against Standard Index)N/A-0.16
    Beta (against Standard Index)N/A0.89
    Mean Annual ReturnN/A0.46
    R-squared (against Standard Index)N/A88.55
    Standard DeviationN/A15.93
    Sharpe RatioN/A0.24
    Treynor RatioN/A2.91