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Royce Pennsylvania Mutual Invmt (PENNX)

On Dec 4: 9.16   0.13 (1.44%)

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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 (2004): 20.23% Worst 1 Yr Total Return (2008): -34.78% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PENNX Category Alpha (against Standard Index) 4.97 1.01 Beta (against Standard Index) 1.19 1.19 Mean Annual Return -4.77 -0.48 R-squared (against Standard Index) 90 87.23 Standard Deviation 24.50 24.84 Sharpe Ratio -0.17 N/A Treynor Ratio -6.02 N/A 5 Years Statistic PENNX Category Alpha (against Standard Index) 4.23 1.42 Beta (against Standard Index) 1.22 1.21 Mean Annual Return 3.43 0.23 R-squared (against Standard Index) 86 84.16 Standard Deviation 20.79 21.07 Sharpe Ratio 0.13 N/A Treynor Ratio 0.33 N/A 10 Years Statistic PENNX Category Alpha (against Standard Index) 10.39 7.80 Beta (against Standard Index) 0.93 1.01 Mean Annual Return 9.60 0.68 R-squared (against Standard Index) 67 64.84 Standard Deviation 18.34 20.31 Sharpe Ratio 0.44 N/A Treynor Ratio 7.11 N/A
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