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RS Small Cap Equity A (GPSCX)
On
Nov 30
:
11.49
0.03
(0.26%)
MORE ON GPSCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.90%
Worst 1 Yr Total Return
(2008)
:
-35.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GPSCX
Category
Alpha (against Standard Index)
1.95
1.71
Beta (against Standard Index)
1.06
1.15
Mean Annual Return
-6.16
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.41
24.28
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-8.13
N/A
5 Years
Statistic
GPSCX
Category
Alpha (against Standard Index)
1.15
1.12
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
0.63
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
19.83
21.15
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.14
N/A
10 Years
Statistic
GPSCX
Category
Alpha (against Standard Index)
6.82
5.25
Beta (against Standard Index)
1.04
1.18
Mean Annual Return
4.53
0.43
R-squared (against Standard Index)
53
56.73
Standard Deviation
23.04
25.52
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.49
N/A
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