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T. Rowe Price Extended Equity Market Idx (PEXMX)
On
Dec 4
:
12.42
0.20
(1.64%)
MORE ON PEXMX
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Research Reports
Risk
As of 31-Oct-09
Get
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
Statistic
PEXMX
Category
Alpha (against Standard Index)
3.03
2.78
Beta (against Standard Index)
1.19
1.14
Mean Annual Return
-6.52
-0.31
R-squared (against Standard Index)
92
88.48
Standard Deviation
24.18
23.83
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.51
N/A
5 Years
Statistic
PEXMX
Category
Alpha (against Standard Index)
2.86
2.11
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
2.13
0.29
R-squared (against Standard Index)
90
86.78
Standard Deviation
20.23
20.06
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.74
N/A
10 Years
Statistic
PEXMX
Category
Alpha (against Standard Index)
4.93
6.25
Beta (against Standard Index)
1.14
1.05
Mean Annual Return
2.54
0.54
R-squared (against Standard Index)
70
72.80
Standard Deviation
21.88
19.97
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.38
N/A
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