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    Eurizon Team 4 G (IT0004427859.MI)

    5.14 Up 0.01(0.19%) Mar 23

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2010):9.24%
    Worst 1 Yr Total Return(Dec 30, 2011):-4.41%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIT0004427859.MICategory
    Alpha (against Standard Index)-3.48-3.39
    Beta (against Standard Index)0.800.84
    Mean Annual Return0.230.38
    R-squared (against Standard Index)80.9470.86
    Standard Deviation5.976.75
    Sharpe Ratio0.460.70
    Treynor Ratio3.295.86
    5 Years
    StatisticIT0004427859.MICategory
    Alpha (against Standard Index)-3.77-3.10
    Beta (against Standard Index)0.770.88
    Mean Annual Return0.250.43
    R-squared (against Standard Index)79.5068.83
    Standard Deviation5.386.21
    Sharpe Ratio0.500.85
    Treynor Ratio3.365.91
    10 Years
    StatisticIT0004427859.MICategory
    Alpha (against Standard Index)N/A-2.96
    Beta (against Standard Index)N/A0.92
    Mean Annual ReturnN/A0.24
    R-squared (against Standard Index)N/A72.29
    Standard DeviationN/A7.80
    Sharpe RatioN/A0.24
    Treynor RatioN/A1.76