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Saturday, December 5, 2009, 6:01PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
T. Rowe Price Extended Equity Market Idx (PEXMX)On Dec 4: 12.42  Up 0.20 (1.64%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):18.38%
Worst 1 Yr Total Return (2008):-38.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPEXMXCategory
Alpha (against Standard Index)3.032.78
Beta (against Standard Index)1.191.14
Mean Annual Return-6.52-0.31
R-squared (against Standard Index)9288.48
Standard Deviation24.1823.83
Sharpe Ratio-0.25N/A
Treynor Ratio-7.51N/A
5 Years
StatisticPEXMXCategory
Alpha (against Standard Index)2.862.11
Beta (against Standard Index)1.211.17
Mean Annual Return2.130.29
R-squared (against Standard Index)9086.78
Standard Deviation20.2320.06
Sharpe Ratio0.06N/A
Treynor Ratio-0.74N/A
10 Years
StatisticPEXMXCategory
Alpha (against Standard Index)4.936.25
Beta (against Standard Index)1.141.05
Mean Annual Return2.540.54
R-squared (against Standard Index)7072.80
Standard Deviation21.8819.97
Sharpe Ratio0.09N/A
Treynor Ratio-0.38N/A

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