• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.11% Nasdaq Up0.01%

    More On IT0004718893…



    News & Info

    • Headlines
    • Message Boards


    AcomeA Italia A2 (IT0004718893.MI)

    24.18 Up 0.06(0.25%) Nov 20

    Risk as of Oct 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):31.02%
    Worst 1 Yr Total Return(Dec 30, 2014):5.35%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.954.79
    Beta (against Standard Index)1.160.88
    Mean Annual Return1.831.49
    R-squared (against Standard Index)89.5089.90
    Standard Deviation22.0916.86
    Sharpe Ratio0.991.06
    Treynor Ratio18.5120.36
    5 Years
    Alpha (against Standard Index)N/A3.41
    Beta (against Standard Index)N/A0.87
    Mean Annual ReturnN/A0.70
    R-squared (against Standard Index)N/A91.13
    Standard DeviationN/A18.86
    Sharpe RatioN/A0.42
    Treynor RatioN/A7.51
    10 Years
    Alpha (against Standard Index)N/A1.93
    Beta (against Standard Index)N/A0.91
    Mean Annual ReturnN/A0.26
    R-squared (against Standard Index)N/A91.01
    Standard DeviationN/A19.77
    Sharpe RatioN/A0.08
    Treynor RatioN/A-0.46