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AcomeA Italia A2 (IT0004718893.MI)

20.51 Up 0.01(0.05%) Sep 18

Risk as of Aug 30, 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):31.02%
Worst 1 Yr Total Return(Dec 30, 2012):16.41%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0004718893.MICategory
Alpha (against Standard Index)1.513.63
Beta (against Standard Index)1.110.85
Mean Annual Return1.361.25
R-squared (against Standard Index)86.0589.36
Standard Deviation24.0018.01
Sharpe Ratio0.660.82
Treynor Ratio12.5816.76
5 Years
StatisticIT0004718893.MICategory
Alpha (against Standard Index)N/A2.65
Beta (against Standard Index)N/A0.85
Mean Annual ReturnN/A0.48
R-squared (against Standard Index)N/A91.81
Standard DeviationN/A18.87
Sharpe RatioN/A0.28
Treynor RatioN/A4.22
10 Years
StatisticIT0004718893.MICategory
Alpha (against Standard Index)N/A1.50
Beta (against Standard Index)N/A0.91
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A91.08
Standard DeviationN/A19.37
Sharpe RatioN/A0.10
Treynor RatioN/A0.04