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T. Rowe Price Japan (PRJPX)
On
Nov 27
:
6.94
0.02
(0.29%)
MORE ON PRJPX
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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:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2005)
:
40.04%
Worst 1 Yr Total Return
(2008)
:
-31.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRJPX
Category
Alpha (against Standard Index)
-11.57
-12.31
Beta (against Standard Index)
0.75
0.85
Mean Annual Return
-13.81
-1.17
R-squared (against Standard Index)
81
77.14
Standard Deviation
19.88
23.06
Sharpe Ratio
-0.76
N/A
Treynor Ratio
-21.71
N/A
5 Years
Statistic
PRJPX
Category
Alpha (against Standard Index)
-6.37
-7.63
Beta (against Standard Index)
0.78
0.89
Mean Annual Return
-1.90
-0.09
R-squared (against Standard Index)
72
68.09
Standard Deviation
18.32
21.46
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.28
N/A
10 Years
Statistic
PRJPX
Category
Alpha (against Standard Index)
-6.76
-5.73
Beta (against Standard Index)
0.80
0.82
Mean Annual Return
-5.12
-0.18
R-squared (against Standard Index)
51
48.82
Standard Deviation
20.07
21.29
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-10.11
N/A
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