Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 8, 2009, 6:59PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
T. Rowe Price Capital Opportunity (PRCOX)On Dec 8: 12.75  Down 0.13 (1.01%)  
MORE ON PRCOX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticPRCOXCategory
Alpha (against Standard Index)1.110.38
Beta (against Standard Index)1.001.00
Mean Annual Return-5.98-0.41
R-squared (against Standard Index)9995.50
Standard Deviation19.6120.09
Sharpe Ratio-0.34N/A
Treynor Ratio-8.40N/A
5 Years
StatisticPRCOXCategory
Alpha (against Standard Index)0.540.26
Beta (against Standard Index)1.001.01
Mean Annual Return0.880.16
R-squared (against Standard Index)9994.84
Standard Deviation15.9616.47
Sharpe Ratio-0.05N/A
Treynor Ratio-2.15N/A
10 Years
StatisticPRCOXCategory
Alpha (against Standard Index)1.180.84
Beta (against Standard Index)1.020.97
Mean Annual Return0.140.11
R-squared (against Standard Index)9991.16
Standard Deviation16.4216.35
Sharpe Ratio-0.09N/A
Treynor Ratio-2.79N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center