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    More On IT0001007274…

    Eurizon Azioni Pmi America (IT0001007274.MI)

    44.49 Up 0.42(0.95%) Dec 6

    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)-1.53-1.10
    Beta (against Standard Index)0.940.93
    Mean Annual Return0.540.31
    R-squared (against Standard Index)96.9287.00
    Standard Deviation14.6714.77
    Sharpe Ratio0.430.25
    Treynor Ratio5.762.94
    5 Years
    Alpha (against Standard Index)-2.84-1.16
    Beta (against Standard Index)0.990.94
    Mean Annual Return0.430.84
    R-squared (against Standard Index)95.9085.68
    Standard Deviation16.7714.16
    Sharpe Ratio0.300.72
    Treynor Ratio3.8410.14
    10 Years
    Alpha (against Standard Index)-1.25-0.11
    Beta (against Standard Index)0.960.94
    Mean Annual Return0.480.61
    R-squared (against Standard Index)95.1588.14
    Standard Deviation19.6319.96
    Sharpe Ratio0.240.33
    Treynor Ratio3.024.98