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T. Rowe Price New Horizons (PRNHX)
On
Nov 30
:
24.06
0.03
(0.12%)
MORE ON PRNHX
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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)
:
17.90%
Worst 1 Yr Total Return
(2008)
:
-38.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRNHX
Category
Alpha (against Standard Index)
4.25
1.71
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
-4.76
-0.40
R-squared (against Standard Index)
90
85.55
Standard Deviation
23.28
24.28
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.33
N/A
5 Years
Statistic
PRNHX
Category
Alpha (against Standard Index)
3.22
1.12
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
2.57
0.21
R-squared (against Standard Index)
86
81.02
Standard Deviation
20.11
21.15
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.39
N/A
10 Years
Statistic
PRNHX
Category
Alpha (against Standard Index)
7.78
5.25
Beta (against Standard Index)
1.22
1.18
Mean Annual Return
4.64
0.43
R-squared (against Standard Index)
63
56.73
Standard Deviation
24.60
25.52
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.37
N/A
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