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    T. Rowe Price Small-Cap Value (PRSVX)

    44.45 Down 0.12(0.27%) Oct 6

    Risk as of Sep 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up19
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2003):36.43%
    Worst 1 Yr Total Return(Dec 30, 2008):-28.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-2.48-1.38
    Beta (against Standard Index)0.941.04
    Mean Annual Return0.751.09
    R-squared (against Standard Index)60.0462.64
    Standard Deviation11.7812.62
    Sharpe Ratio0.761.04
    Treynor Ratio9.1412.50
    5 Years
    Alpha (against Standard Index)-3.20-3.82
    Beta (against Standard Index)1.091.20
    Mean Annual Return0.941.23
    R-squared (against Standard Index)75.9679.17
    Standard Deviation14.4116.07
    Sharpe Ratio0.780.92
    Treynor Ratio9.7711.98
    10 Years
    Alpha (against Standard Index)-0.18-0.82
    Beta (against Standard Index)1.081.16
    Mean Annual Return0.670.69
    R-squared (against Standard Index)81.6182.29
    Standard Deviation17.8918.95
    Sharpe Ratio0.380.37
    Treynor Ratio4.974.70