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    AcomeA Italia A2 (IT0004718893.MI)

    18.97 Down 0.25(1.30%) May 2

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up4
    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)4.163.26
    Beta (against Standard Index)1.160.90
    Mean Annual Return1.190.93
    R-squared (against Standard Index)91.2692.75
    Standard Deviation23.6118.21
    Sharpe Ratio0.600.62
    Treynor Ratio10.5211.21
    5 Years
    Alpha (against Standard Index)N/A3.61
    Beta (against Standard Index)N/A0.88
    Mean Annual ReturnN/A0.36
    R-squared (against Standard Index)N/A91.82
    Standard DeviationN/A19.26
    Sharpe RatioN/A0.21
    Treynor RatioN/A2.60
    10 Years
    Alpha (against Standard Index)N/A1.66
    Beta (against Standard Index)N/A0.91
    Mean Annual ReturnN/A-0.03
    R-squared (against Standard Index)N/A91.48
    Standard DeviationN/A20.12
    Sharpe RatioN/A-0.09
    Treynor RatioN/A-4.23