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T. Rowe Price Instl Foreign Equity (PRFEX)
On
Dec 2
:
17.39
0.04
(0.23%)
MORE ON PRFEX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.36%
Worst 1 Yr Total Return
(2008)
:
-48.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRFEX
Category
Alpha (against Standard Index)
2.36
1.02
Beta (against Standard Index)
1.13
1.03
Mean Annual Return
-4.46
-0.13
R-squared (against Standard Index)
95
94.34
Standard Deviation
27.58
25.50
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-6.11
N/A
5 Years
Statistic
PRFEX
Category
Alpha (against Standard Index)
-0.27
0.06
Beta (against Standard Index)
1.11
1.03
Mean Annual Return
4.66
0.60
R-squared (against Standard Index)
95
94.19
Standard Deviation
22.56
21.01
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.47
N/A
10 Years
Statistic
PRFEX
Category
Alpha (against Standard Index)
-0.59
0.47
Beta (against Standard Index)
1.11
1.06
Mean Annual Return
1.03
0.35
R-squared (against Standard Index)
95
85.14
Standard Deviation
20.52
20.88
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.75
N/A
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