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    Eurizon Azioni Pmi America (IT0001007274.MI)

    42.63 Up 0.17(0.40%) Nov 27

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up15
    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)-0.39-0.13
    Beta (against Standard Index)0.960.90
    Mean Annual Return1.091.03
    R-squared (against Standard Index)93.0885.38
    Standard Deviation13.6213.31
    Sharpe Ratio0.950.94
    Treynor Ratio13.3413.81
    5 Years
    Alpha (against Standard Index)-2.34-0.46
    Beta (against Standard Index)1.000.95
    Mean Annual Return0.860.97
    R-squared (against Standard Index)95.7389.32
    Standard Deviation16.3516.18
    Sharpe Ratio0.630.73
    Treynor Ratio9.3811.61
    10 Years
    Alpha (against Standard Index)-0.940.13
    Beta (against Standard Index)0.960.93
    Mean Annual Return0.660.73
    R-squared (against Standard Index)95.0388.03
    Standard Deviation19.3719.66
    Sharpe Ratio0.340.39
    Treynor Ratio5.176.37