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    More On IT0001007274…

    Eurizon Azioni Pmi America (IT0001007274.MI)

    44.82 Down 1.10(2.40%) Jan 17

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up16
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2010):36.76%
    Worst 1 Yr Total Return(Dec 30, 2002):-33.28%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-1.53-1.23
    Beta (against Standard Index)0.940.93
    Mean Annual Return0.540.50
    R-squared (against Standard Index)96.9287.82
    Standard Deviation14.6715.85
    Sharpe Ratio0.430.39
    Treynor Ratio5.765.44
    5 Years
    Alpha (against Standard Index)-2.84-0.91
    Beta (against Standard Index)0.990.94
    Mean Annual Return0.431.07
    R-squared (against Standard Index)95.9087.04
    Standard Deviation16.7714.74
    Sharpe Ratio0.300.88
    Treynor Ratio3.8413.35
    10 Years
    Alpha (against Standard Index)-1.25-0.31
    Beta (against Standard Index)0.960.94
    Mean Annual Return0.480.68
    R-squared (against Standard Index)95.1588.24
    Standard Deviation19.6320.22
    Sharpe Ratio0.240.37
    Treynor Ratio3.025.95