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T. Rowe Price New Income (PRCIX)
On
Nov 30
:
9.39
0.00
(0.00%)
MORE ON PRCIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.33%
Worst 1 Yr Total Return
(2008)
:
1.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRCIX
Category
Alpha (against Standard Index)
0.40
-1.72
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
6.76
0.39
R-squared (against Standard Index)
82
59.27
Standard Deviation
4.44
5.93
Sharpe Ratio
0.93
N/A
Treynor Ratio
4.33
N/A
5 Years
Statistic
PRCIX
Category
Alpha (against Standard Index)
0.38
-1.05
Beta (against Standard Index)
0.99
0.98
Mean Annual Return
5.42
0.33
R-squared (against Standard Index)
85
61.87
Standard Deviation
3.86
4.88
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.41
N/A
10 Years
Statistic
PRCIX
Category
Alpha (against Standard Index)
0.08
-0.65
Beta (against Standard Index)
0.97
0.96
Mean Annual Return
6.29
0.45
R-squared (against Standard Index)
89
71.12
Standard Deviation
3.86
4.47
Sharpe Ratio
0.84
N/A
Treynor Ratio
3.42
N/A
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