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RS International Growth B (GBGBX)
On
Dec 1
:
13.96
0.35
(2.57%)
MORE ON GBGBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.89%
Worst 1 Yr Total Return
(2008)
:
-43.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GBGBX
Category
Alpha (against Standard Index)
1.16
1.02
Beta (against Standard Index)
1.05
1.03
Mean Annual Return
-4.81
-0.13
R-squared (against Standard Index)
96
94.34
Standard Deviation
25.74
25.50
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-6.85
N/A
5 Years
Statistic
GBGBX
Category
Alpha (against Standard Index)
-0.77
0.06
Beta (against Standard Index)
1.05
1.03
Mean Annual Return
4.19
0.60
R-squared (against Standard Index)
96
94.19
Standard Deviation
21.25
21.01
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.11
N/A
10 Years
Statistic
GBGBX
Category
Alpha (against Standard Index)
-2.85
0.47
Beta (against Standard Index)
1.03
1.06
Mean Annual Return
-1.02
0.35
R-squared (against Standard Index)
93
85.14
Standard Deviation
19.12
20.88
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.89
N/A
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