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    T. Rowe Price Media & Telecomms (PRMTX)

    69.10 Down 1.21(1.72%) Jun 27

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up16
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2009):68.52%
    Worst 1 Yr Total Return(Dec 30, 2008):-46.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPRMTXCategory
    Alpha (against Standard Index)8.633.61
    Beta (against Standard Index)1.040.81
    Mean Annual Return1.220.69
    R-squared (against Standard Index)77.6967.46
    Standard Deviation14.1711.82
    Sharpe Ratio1.030.70
    Treynor Ratio13.9010.08
    5 Years
    StatisticPRMTXCategory
    Alpha (against Standard Index)7.782.50
    Beta (against Standard Index)0.950.75
    Mean Annual Return1.120.58
    R-squared (against Standard Index)82.1366.38
    Standard Deviation14.2712.48
    Sharpe Ratio0.940.56
    Treynor Ratio13.799.16
    10 Years
    StatisticPRMTXCategory
    Alpha (against Standard Index)8.411.64
    Beta (against Standard Index)1.060.91
    Mean Annual Return1.200.58
    R-squared (against Standard Index)85.6274.48
    Standard Deviation19.5220.20
    Sharpe Ratio0.690.28
    Treynor Ratio11.505.41