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    T. Rowe Price Global Stock (PRGSX)

    22.84 Down 0.64(2.73%) Feb 8

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2009):44.77%
    Worst 1 Yr Total Return(Dec 30, 2008):-53.66%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPRGSXCategory
    Alpha (against Standard Index)11.246.75
    Beta (against Standard Index)0.930.80
    Mean Annual Return0.830.71
    R-squared (against Standard Index)80.3577.06
    Standard Deviation13.1711.28
    Sharpe Ratio0.750.76
    Treynor Ratio10.1710.46
    5 Years
    StatisticPRGSXCategory
    Alpha (against Standard Index)7.495.43
    Beta (against Standard Index)0.970.82
    Mean Annual Return0.670.60
    R-squared (against Standard Index)85.3682.81
    Standard Deviation16.1013.41
    Sharpe Ratio0.500.54
    Treynor Ratio7.168.25
    10 Years
    StatisticPRGSXCategory
    Alpha (against Standard Index)2.662.17
    Beta (against Standard Index)1.030.84
    Mean Annual Return0.510.53
    R-squared (against Standard Index)88.4687.46
    Standard Deviation20.8617.12
    Sharpe Ratio0.240.30
    Treynor Ratio2.654.62