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T. Rowe Price European Stock (PRESX)
On
Nov 27
:
14.43
0.47
(3.15%)
MORE ON PRESX
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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)
:
31.56%
Worst 1 Yr Total Return
(2008)
:
-43.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRESX
Category
Alpha (against Standard Index)
3.25
0.68
Beta (against Standard Index)
1.06
1.08
Mean Annual Return
-2.79
-0.18
R-squared (against Standard Index)
96
91.71
Standard Deviation
25.82
27.25
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.93
N/A
5 Years
Statistic
PRESX
Category
Alpha (against Standard Index)
0.87
1.34
Beta (against Standard Index)
1.04
1.08
Mean Annual Return
5.90
0.72
R-squared (against Standard Index)
95
89.99
Standard Deviation
21.21
22.87
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.76
N/A
10 Years
Statistic
PRESX
Category
Alpha (against Standard Index)
1.33
5.43
Beta (against Standard Index)
1.06
1.05
Mean Annual Return
3.08
0.76
R-squared (against Standard Index)
92
77.72
Standard Deviation
19.93
22.13
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.10
N/A
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