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T. Rowe Price Personal Strat Income (PRSIX)
On
Dec 24
:
14.82
0.03
(0.20%)
MORE ON PRSIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
9.95%
Worst 1 Yr Total Return
(2008)
:
-20.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRSIX
Category
Alpha (against Standard Index)
0.98
-0.95
Beta (against Standard Index)
0.87
0.74
Mean Annual Return
2.24
0.09
R-squared (against Standard Index)
97
87.00
Standard Deviation
11.73
10.61
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.03
N/A
5 Years
Statistic
PRSIX
Category
Alpha (against Standard Index)
-0.05
-1.38
Beta (against Standard Index)
0.86
0.71
Mean Annual Return
4.56
0.27
R-squared (against Standard Index)
97
85.46
Standard Deviation
9.41
8.33
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.84
N/A
10 Years
Statistic
PRSIX
Category
Alpha (against Standard Index)
0.83
-0.99
Beta (against Standard Index)
0.79
0.72
Mean Annual Return
5.45
0.31
R-squared (against Standard Index)
94
80.09
Standard Deviation
8.04
8.09
Sharpe Ratio
0.34
N/A
Treynor Ratio
3.21
N/A
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