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T. Rowe Price Corporate Income (PRPIX)
On
Dec 4
:
9.34
0.05
(0.53%)
MORE ON PRPIX
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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)
:
7.06%
Worst 1 Yr Total Return
(2008)
:
-9.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRPIX
Category
Alpha (against Standard Index)
-4.03
-3.96
Beta (against Standard Index)
1.67
2.03
Mean Annual Return
4.49
0.52
R-squared (against Standard Index)
57
63.33
Standard Deviation
8.99
10.37
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.24
N/A
5 Years
Statistic
PRPIX
Category
Alpha (against Standard Index)
-1.70
-1.99
Beta (against Standard Index)
1.54
1.79
Mean Annual Return
4.20
0.38
R-squared (against Standard Index)
58
60.43
Standard Deviation
7.35
8.43
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.76
N/A
10 Years
Statistic
PRPIX
Category
Alpha (against Standard Index)
-0.79
-2.12
Beta (against Standard Index)
1.26
1.94
Mean Annual Return
6.22
0.60
R-squared (against Standard Index)
56
62.29
Standard Deviation
6.30
9.24
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.59
N/A
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