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RS Small Cap Equity B (GUCBX)
On
Dec 4
:
9.84
0.15
(1.55%)
MORE ON GUCBX
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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)
:
15.63%
Worst 1 Yr Total Return
(2008)
:
-36.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GUCBX
Category
Alpha (against Standard Index)
0.99
1.71
Beta (against Standard Index)
1.06
1.15
Mean Annual Return
-7.07
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.42
24.28
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.99
N/A
5 Years
Statistic
GUCBX
Category
Alpha (against Standard Index)
0.15
1.12
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
-0.37
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
19.84
21.15
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.04
N/A
10 Years
Statistic
GUCBX
Category
Alpha (against Standard Index)
5.87
5.25
Beta (against Standard Index)
1.04
1.18
Mean Annual Return
3.55
0.43
R-squared (against Standard Index)
53
56.73
Standard Deviation
23.03
25.52
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.56
N/A
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