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T. Rowe Price Capital Opportunity (PRCOX)
On
Dec 8
:
12.75
0.13
(1.01%)
MORE ON PRCOX
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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
(2006)
:
15.81%
Worst 1 Yr Total Return
(2008)
:
-36.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRCOX
Category
Alpha (against Standard Index)
1.11
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-5.98
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.61
20.09
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.40
N/A
5 Years
Statistic
PRCOX
Category
Alpha (against Standard Index)
0.54
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.88
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.96
16.47
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.15
N/A
10 Years
Statistic
PRCOX
Category
Alpha (against Standard Index)
1.18
0.84
Beta (against Standard Index)
1.02
0.97
Mean Annual Return
0.14
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.42
16.35
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.79
N/A
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