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T. Rowe Price Global Stock (PRGSX)
On
Nov 30
:
16.00
0.07
(0.44%)
MORE ON PRGSX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
22.74%
Worst 1 Yr Total Return
(2008)
:
-53.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRGSX
Category
Alpha (against Standard Index)
0.66
-0.56
Beta (against Standard Index)
1.13
0.91
Mean Annual Return
-6.67
-0.21
R-squared (against Standard Index)
88
90.41
Standard Deviation
28.99
22.89
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-8.02
N/A
5 Years
Statistic
PRGSX
Category
Alpha (against Standard Index)
0.12
-1.40
Beta (against Standard Index)
1.11
0.90
Mean Annual Return
4.65
0.44
R-squared (against Standard Index)
86
89.02
Standard Deviation
23.66
19.07
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.47
N/A
10 Years
Statistic
PRGSX
Category
Alpha (against Standard Index)
0.28
0.66
Beta (against Standard Index)
1.06
0.93
Mean Annual Return
1.82
0.36
R-squared (against Standard Index)
87
79.68
Standard Deviation
20.41
19.07
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.09
N/A
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