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Tuesday, December 8, 2009, 7:46PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
T. Rowe Price GNMA (PRGMX)On Dec 8: 9.86  Up 0.01 (0.10%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):6.55%
Worst 1 Yr Total Return (2005):2.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPRGMXCategory
Alpha (against Standard Index)1.380.17
Beta (against Standard Index)0.650.75
Mean Annual Return6.430.45
R-squared (against Standard Index)8063.33
Standard Deviation2.883.92
Sharpe Ratio1.30N/A
Treynor Ratio6.15N/A
5 Years
StatisticPRGMXCategory
Alpha (against Standard Index)0.69-0.28
Beta (against Standard Index)0.670.77
Mean Annual Return5.100.36
R-squared (against Standard Index)8269.10
Standard Deviation2.613.41
Sharpe Ratio0.75N/A
Treynor Ratio3.12N/A
10 Years
StatisticPRGMXCategory
Alpha (against Standard Index)0.56-0.49
Beta (against Standard Index)0.680.85
Mean Annual Return5.830.44
R-squared (against Standard Index)8477.74
Standard Deviation2.803.68
Sharpe Ratio0.99N/A
Treynor Ratio4.20N/A

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