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Eurizon Azioni Pmi Italia (IT0001470183.MI)

6.70 Down 0.05(0.74%) Feb 23

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up8
Number of Years Down7
Best 1 Yr Total Return(Dec 30, 2013):50.84%
Worst 1 Yr Total Return(Dec 30, 2008):-49.27%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIT0001470183.MICategory
Alpha (against Standard Index)12.401.67
Beta (against Standard Index)0.770.94
Mean Annual Return1.460.28
R-squared (against Standard Index)70.3291.28
Standard Deviation17.3618.30
Sharpe Ratio1.000.19
Treynor Ratio22.281.98
5 Years
StatisticIT0001470183.MICategory
Alpha (against Standard Index)7.194.04
Beta (against Standard Index)0.730.88
Mean Annual Return0.640.81
R-squared (against Standard Index)70.1690.92
Standard Deviation18.0818.55
Sharpe Ratio0.400.52
Treynor Ratio8.139.57
10 Years
StatisticIT0001470183.MICategory
Alpha (against Standard Index)1.401.57
Beta (against Standard Index)0.780.91
Mean Annual Return0.00-0.10
R-squared (against Standard Index)73.8291.76
Standard Deviation19.0620.75
Sharpe Ratio-0.07-0.11
Treynor Ratio-4.12-4.86