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T. Rowe Price Equity Income Adv (PAFDX)
On
Dec 4
:
20.86
0.14
(0.68%)
MORE ON PAFDX
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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)
:
18.92%
Worst 1 Yr Total Return
(2008)
:
-35.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PAFDX
Category
Alpha (against Standard Index)
0.80
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-7.10
-0.55
R-squared (against Standard Index)
96
94.27
Standard Deviation
21.32
20.65
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.90
N/A
5 Years
Statistic
PAFDX
Category
Alpha (against Standard Index)
0.54
0.04
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
0.61
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
17.17
16.85
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.29
N/A
10 Years
Statistic
PAFDX
Category
Alpha (against Standard Index)
3.52
2.54
Beta (against Standard Index)
0.87
0.88
Mean Annual Return
2.96
0.27
R-squared (against Standard Index)
78
80.76
Standard Deviation
15.93
15.89
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.01
N/A
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