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    Eurizon Azioni Pmi Italia (IT0001470183.MI)

    4.86 0.00(0.00%) Dec 12

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up7
    Number of Years Down6
    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)5.284.79
    Beta (against Standard Index)0.700.84
    Mean Annual Return1.171.28
    R-squared (against Standard Index)63.8289.20
    Standard Deviation16.8417.20
    Sharpe Ratio0.820.89
    Treynor Ratio18.9617.83
    5 Years
    StatisticIT0001470183.MICategory
    Alpha (against Standard Index)2.112.47
    Beta (against Standard Index)0.660.86
    Mean Annual Return0.380.45
    R-squared (against Standard Index)70.1591.47
    Standard Deviation16.7318.81
    Sharpe Ratio0.240.26
    Treynor Ratio4.063.92
    10 Years
    StatisticIT0001470183.MICategory
    Alpha (against Standard Index)0.011.48
    Beta (against Standard Index)0.770.91
    Mean Annual Return0.100.22
    R-squared (against Standard Index)72.6891.01
    Standard Deviation18.3019.36
    Sharpe Ratio-0.030.04
    Treynor Ratio-2.83-1.11