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    AcomeA Asia Pacifico A2 (IT0004718877.MI)

    5.79 Down 0.01(0.17%) Jun 25

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):25.97%
    Worst 1 Yr Total Return(Dec 30, 2014):10.99%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)6.68-0.23
    Beta (against Standard Index)0.970.98
    Mean Annual Return1.601.03
    R-squared (against Standard Index)51.5076.20
    Standard Deviation13.2211.17
    Sharpe Ratio1.441.11
    Treynor Ratio20.5212.81
    5 Years
    Alpha (against Standard Index)N/A-0.96
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.69
    R-squared (against Standard Index)N/A85.55
    Standard DeviationN/A14.90
    Sharpe RatioN/A0.56
    Treynor RatioN/A7.46
    10 Years
    Alpha (against Standard Index)N/A-0.80
    Beta (against Standard Index)N/A1.00
    Mean Annual ReturnN/A0.62
    R-squared (against Standard Index)N/A89.43
    Standard DeviationN/A18.57
    Sharpe RatioN/A0.32
    Treynor RatioN/A4.41