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RS Emerging Markets A (GBEMX)
On
Dec 7
:
23.42
0.16
(0.68%)
MORE ON GBEMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
43.72%
Worst 1 Yr Total Return
(2008)
:
-55.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GBEMX
Category
Alpha (against Standard Index)
17.43
12.35
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
7.22
0.71
R-squared (against Standard Index)
88
87.52
Standard Deviation
35.05
33.07
Sharpe Ratio
0.31
N/A
Treynor Ratio
3.49
N/A
5 Years
Statistic
GBEMX
Category
Alpha (against Standard Index)
13.54
9.15
Beta (against Standard Index)
1.40
1.29
Mean Annual Return
19.11
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
29.85
27.65
Sharpe Ratio
0.64
N/A
Treynor Ratio
11.51
N/A
10 Years
Statistic
GBEMX
Category
Alpha (against Standard Index)
13.91
9.81
Beta (against Standard Index)
1.30
1.23
Mean Annual Return
15.05
1.14
R-squared (against Standard Index)
74
76.71
Standard Deviation
27.10
25.41
Sharpe Ratio
0.55
N/A
Treynor Ratio
9.32
N/A
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