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Eurizon Team 4 G (IT0004427859.MI)

4.73 Down 0.01(0.21%) Nov 20

Risk as of Oct 30, 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)-3.66-4.81
Beta (against Standard Index)0.700.92
Mean Annual Return0.420.54
R-squared (against Standard Index)69.3661.63
Standard Deviation3.625.23
Sharpe Ratio1.291.24
Treynor Ratio6.796.84
5 Years
StatisticIT0004427859.MICategory
Alpha (against Standard Index)-2.95-4.14
Beta (against Standard Index)0.720.93
Mean Annual Return0.370.44
R-squared (against Standard Index)74.9861.90
Standard Deviation4.136.02
Sharpe Ratio0.940.81
Treynor Ratio5.425.17
10 Years
StatisticIT0004427859.MICategory
Alpha (against Standard Index)N/A-2.44
Beta (against Standard Index)N/A0.95
Mean Annual ReturnN/A0.33
R-squared (against Standard Index)N/A72.40
Standard DeviationN/A7.45
Sharpe RatioN/A0.30
Treynor RatioN/A2.32