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Royce Pennsylvania Mutual Invmt (PENNX)

On Feb 9: 9.03   0.14 (1.57%)

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Risk  As of 31-Jan-10 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2009): 36.28% Worst 1 Yr Total Return (2008): -34.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PENNX Category Alpha (against Standard Index) 5.00 1.82 Beta (against Standard Index) 1.18 1.17 Mean Annual Return -4.82 -0.41 R-squared (against Standard Index) 89 85.44 Standard Deviation 24.84 25.24 Sharpe Ratio -0.15 N/A Treynor Ratio -5.77 N/A 5 Years Statistic PENNX Category Alpha (against Standard Index) 3.97 1.33 Beta (against Standard Index) 1.20 1.18 Mean Annual Return 3.04 0.22 R-squared (against Standard Index) 85 82.54 Standard Deviation 20.76 20.90 Sharpe Ratio 0.11 N/A Treynor Ratio 0.11 N/A 10 Years Statistic PENNX Category Alpha (against Standard Index) 10.24 7.20 Beta (against Standard Index) 0.94 1.00 Mean Annual Return 9.57 0.64 R-squared (against Standard Index) 67 64.16 Standard Deviation 18.41 20.24 Sharpe Ratio 0.44 N/A Treynor Ratio 7.19 N/A
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