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Eurizon Team 4 G (IT0004427859.MI)

4.92 Down 0.01(0.20%) May 3

Risk as of Mar 30, 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
Alpha (against Standard Index)-3.38-3.53
Beta (against Standard Index)0.800.90
Mean Annual Return0.270.32
R-squared (against Standard Index)80.7375.16
Standard Deviation6.027.10
Sharpe Ratio0.530.56
Treynor Ratio3.805.05
5 Years
Alpha (against Standard Index)-3.77-4.38
Beta (against Standard Index)0.770.94
Mean Annual Return0.250.32
R-squared (against Standard Index)79.5171.30
Standard Deviation5.387.08
Sharpe Ratio0.500.52
Treynor Ratio3.353.73
10 Years
Alpha (against Standard Index)N/A-2.74
Beta (against Standard Index)N/A0.94
Mean Annual ReturnN/A0.21
R-squared (against Standard Index)N/A73.27
Standard DeviationN/A7.88
Sharpe RatioN/A0.15
Treynor RatioN/A1.01