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    T. Rowe Price Capital Appreciation (PRWCX)

    26.52 Up 0.03(0.11%) Jan 20

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up28
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):33.05%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.17%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPRWCXCategory
    Alpha (against Standard Index)4.680.00
    Beta (against Standard Index)0.971.03
    Mean Annual Return0.710.34
    R-squared (against Standard Index)83.9289.61
    Standard Deviation7.017.25
    Sharpe Ratio1.190.56
    Treynor Ratio8.733.72
    5 Years
    StatisticPRWCXCategory
    Alpha (against Standard Index)5.140.50
    Beta (against Standard Index)0.921.01
    Mean Annual Return1.000.67
    R-squared (against Standard Index)85.1990.58
    Standard Deviation6.757.20
    Sharpe Ratio1.761.11
    Treynor Ratio13.347.91
    10 Years
    StatisticPRWCXCategory
    Alpha (against Standard Index)2.08-0.62
    Beta (against Standard Index)1.141.06
    Mean Annual Return0.700.44
    R-squared (against Standard Index)90.9093.40
    Standard Deviation11.8110.89
    Sharpe Ratio0.650.43
    Treynor Ratio6.343.93