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    T. Rowe Price Small-Cap Value (PRSVX)

    40.90 Up 0.32(0.79%) Jul 26

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up19
    Number of Years Down8
    Best 1 Yr Total Return(Dec 30, 2003):36.43%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.04-5.18
    Beta (against Standard Index)0.981.06
    Mean Annual Return0.620.60
    R-squared (against Standard Index)67.3368.26
    Standard Deviation13.4114.44
    Sharpe Ratio0.540.50
    Treynor Ratio6.786.03
    5 Years
    Alpha (against Standard Index)-3.88-5.77
    Beta (against Standard Index)1.091.18
    Mean Annual Return0.780.72
    R-squared (against Standard Index)78.1778.46
    Standard Deviation14.9216.18
    Sharpe Ratio0.620.54
    Treynor Ratio7.866.44
    10 Years
    Alpha (against Standard Index)-0.82-1.89
    Beta (against Standard Index)1.081.15
    Mean Annual Return0.680.63
    R-squared (against Standard Index)82.6282.92
    Standard Deviation18.0219.34
    Sharpe Ratio0.400.35
    Treynor Ratio5.314.33