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T. Rowe Price Financial Services (PRISX)
On
Nov 27
:
12.46
0.31
(2.43%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.98%
Worst 1 Yr Total Return
(2008)
:
-40.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRISX
Category
Alpha (against Standard Index)
-1.31
-5.47
Beta (against Standard Index)
1.26
1.27
Mean Annual Return
-11.41
-1.07
R-squared (against Standard Index)
87
75.55
Standard Deviation
26.28
28.60
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-11.02
N/A
5 Years
Statistic
PRISX
Category
Alpha (against Standard Index)
-1.56
-4.25
Beta (against Standard Index)
1.23
1.25
Mean Annual Return
-2.49
-0.25
R-squared (against Standard Index)
85
73.60
Standard Deviation
21.17
23.29
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.48
N/A
10 Years
Statistic
PRISX
Category
Alpha (against Standard Index)
5.13
3.26
Beta (against Standard Index)
1.03
0.88
Mean Annual Return
3.51
0.33
R-squared (against Standard Index)
70
52.55
Standard Deviation
19.82
19.74
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.53
N/A
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