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More On IT0004718877…


AcomeA Asia Pacifico A2 (IT0004718877.MI)

4.59 Up 0.02(0.44%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up2
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):25.97%
Worst 1 Yr Total Return(Dec 30, 2012):16.03%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0004718877.MICategory
Alpha (against Standard Index)3.40-1.02
Beta (against Standard Index)1.051.00
Mean Annual Return0.840.44
R-squared (against Standard Index)75.2487.16
Standard Deviation18.4616.36
Sharpe Ratio0.540.33
Treynor Ratio8.214.16
5 Years
StatisticIT0004718877.MICategory
Alpha (against Standard Index)N/A-1.27
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.78
R-squared (against Standard Index)N/A86.89
Standard DeviationN/A16.06
Sharpe RatioN/A0.58
Treynor RatioN/A8.28
10 Years
StatisticIT0004718877.MICategory
Alpha (against Standard Index)N/A-0.92
Beta (against Standard Index)N/A0.99
Mean Annual ReturnN/A0.63
R-squared (against Standard Index)N/A89.68
Standard DeviationN/A18.60
Sharpe RatioN/A0.31
Treynor RatioN/A4.29