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T. Rowe Price High-Yield (PRHYX)
On
Nov 27
:
6.29
0.00
(0.00%)
MORE ON PRHYX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.33%
Worst 1 Yr Total Return
(2008)
:
-24.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRHYX
Category
Alpha (against Standard Index)
-1.10
-3.12
Beta (against Standard Index)
1.06
1.16
Mean Annual Return
4.43
0.31
R-squared (against Standard Index)
9
10.86
Standard Deviation
14.35
15.35
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.90
N/A
5 Years
Statistic
PRHYX
Category
Alpha (against Standard Index)
1.16
-0.09
Beta (against Standard Index)
0.83
0.92
Mean Annual Return
5.30
0.40
R-squared (against Standard Index)
7
8.80
Standard Deviation
11.27
12.20
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.73
N/A
10 Years
Statistic
PRHYX
Category
Alpha (against Standard Index)
2.18
0.55
Beta (against Standard Index)
0.47
0.51
Mean Annual Return
6.40
0.43
R-squared (against Standard Index)
4
3.74
Standard Deviation
9.26
10.75
Sharpe Ratio
0.40
N/A
Treynor Ratio
7.28
N/A
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