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T. Rowe Price Instl Mid-Cap Equity Gr (PMEGX)
On
Dec 4
:
20.97
0.22
(1.06%)
MORE ON PMEGX
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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
(2004)
:
19.09%
Worst 1 Yr Total Return
(2008)
:
-40.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PMEGX
Category
Alpha (against Standard Index)
8.01
3.31
Beta (against Standard Index)
1.15
1.09
Mean Annual Return
-1.37
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
23.78
23.37
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.29
N/A
5 Years
Statistic
PMEGX
Category
Alpha (against Standard Index)
5.14
2.25
Beta (against Standard Index)
1.15
1.13
Mean Annual Return
4.67
0.31
R-squared (against Standard Index)
87
81.04
Standard Deviation
19.62
20.00
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.43
N/A
10 Years
Statistic
PMEGX
Category
Alpha (against Standard Index)
8.34
4.42
Beta (against Standard Index)
1.15
1.13
Mean Annual Return
6.45
0.37
R-squared (against Standard Index)
83
60.91
Standard Deviation
20.17
23.71
Sharpe Ratio
0.27
N/A
Treynor Ratio
3.04
N/A
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