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T. Rowe Price Tax-Free High-Yield (PRFHX)
On
Dec 22
:
10.53
0.01
(0.09%)
MORE ON PRFHX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
6.88%
Worst 1 Yr Total Return
(2008)
:
-21.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRFHX
Category
Alpha (against Standard Index)
-4.12
-6.75
Beta (against Standard Index)
1.28
1.39
Mean Annual Return
0.15
-0.14
R-squared (against Standard Index)
52
49.50
Standard Deviation
10.76
12.23
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-1.65
N/A
5 Years
Statistic
PRFHX
Category
Alpha (against Standard Index)
-1.64
-3.03
Beta (against Standard Index)
1.23
1.29
Mean Annual Return
2.93
0.16
R-squared (against Standard Index)
52
48.63
Standard Deviation
8.42
9.36
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.05
N/A
10 Years
Statistic
PRFHX
Category
Alpha (against Standard Index)
-1.04
-1.97
Beta (against Standard Index)
1.01
1.03
Mean Annual Return
4.47
0.31
R-squared (against Standard Index)
53
48.10
Standard Deviation
6.42
7.16
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.53
N/A
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