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T. Rowe Price Equity Index 500 (PREIX)
On
Nov 30
:
29.58
0.11
(0.37%)
MORE ON PREIX
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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)
:
15.41%
Worst 1 Yr Total Return
(2008)
:
-37.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PREIX
Category
Alpha (against Standard Index)
-0.20
0.38
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-7.19
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.55
20.09
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-9.62
N/A
5 Years
Statistic
PREIX
Category
Alpha (against Standard Index)
-0.23
0.26
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.11
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.94
16.47
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.92
N/A
10 Years
Statistic
PREIX
Category
Alpha (against Standard Index)
-0.25
0.84
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
-1.19
0.11
R-squared (against Standard Index)
99
91.16
Standard Deviation
16.11
16.35
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.17
N/A
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