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    Eurizon Azioni Pmi America (IT0001007274.MI)

    37.42 0.00(0.00%) Dec 22

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up14
    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
    StatisticIT0001007274.MICategory
    Alpha (against Standard Index)-1.990.50
    Beta (against Standard Index)1.000.90
    Mean Annual Return1.331.38
    R-squared (against Standard Index)91.7884.58
    Standard Deviation13.9213.02
    Sharpe Ratio1.141.29
    Treynor Ratio15.9219.14
    5 Years
    StatisticIT0001007274.MICategory
    Alpha (against Standard Index)-1.97-0.13
    Beta (against Standard Index)0.990.95
    Mean Annual Return1.261.34
    R-squared (against Standard Index)96.6891.44
    Standard Deviation18.4118.05
    Sharpe Ratio0.820.90
    Treynor Ratio14.2916.54
    10 Years
    StatisticIT0001007274.MICategory
    Alpha (against Standard Index)-0.410.58
    Beta (against Standard Index)0.950.93
    Mean Annual Return0.720.79
    R-squared (against Standard Index)94.8187.89
    Standard Deviation19.2319.54
    Sharpe Ratio0.370.41
    Treynor Ratio5.796.90