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More On IT0004427859…


Eurizon Team 4 G (IT0004427859.MI)

4.68 Up 0.01(0.21%) Jul 24

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up3
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)-4.06-5.71
Beta (against Standard Index)0.711.05
Mean Annual Return0.280.41
R-squared (against Standard Index)75.8268.70
Standard Deviation4.106.50
Sharpe Ratio0.690.74
Treynor Ratio3.964.49
5 Years
StatisticIT0004427859.MICategory
Alpha (against Standard Index)-2.39-3.36
Beta (against Standard Index)0.710.93
Mean Annual Return0.430.53
R-squared (against Standard Index)75.7664.34
Standard Deviation4.326.28
Sharpe Ratio1.060.95
Treynor Ratio6.546.44
10 Years
StatisticIT0004427859.MICategory
Alpha (against Standard Index)N/A-2.21
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A72.76
Standard DeviationN/A7.45
Sharpe RatioN/A0.27
Treynor RatioN/A2.04