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T. Rowe Price New Asia (PRASX)
On
Nov 30
:
15.75
0.25
(1.61%)
MORE ON PRASX
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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
(2007)
:
66.38%
Worst 1 Yr Total Return
(2008)
:
-60.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRASX
Category
Alpha (against Standard Index)
22.34
17.81
Beta (against Standard Index)
1.46
1.24
Mean Annual Return
10.58
1.19
R-squared (against Standard Index)
79
74.45
Standard Deviation
39.17
34.74
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.60
N/A
5 Years
Statistic
PRASX
Category
Alpha (against Standard Index)
13.14
10.50
Beta (against Standard Index)
1.42
1.22
Mean Annual Return
18.06
1.53
R-squared (against Standard Index)
77
74.58
Standard Deviation
31.87
28.24
Sharpe Ratio
0.59
N/A
Treynor Ratio
10.63
N/A
10 Years
Statistic
PRASX
Category
Alpha (against Standard Index)
10.71
9.75
Beta (against Standard Index)
1.31
1.13
Mean Annual Return
11.10
1.13
R-squared (against Standard Index)
69
62.61
Standard Deviation
28.42
25.87
Sharpe Ratio
0.41
N/A
Treynor Ratio
6.19
N/A
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