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    T. Rowe Price Small-Cap Value (PRSVX)

    46.94 Up 0.16(0.34%) Jun 2

    Risk as of Apr 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
    StatisticPRSVXCategory
    Alpha (against Standard Index)-4.60-3.48
    Beta (against Standard Index)1.041.13
    Mean Annual Return1.011.21
    R-squared (against Standard Index)67.1968.56
    Standard Deviation12.1013.00
    Sharpe Ratio0.991.12
    Treynor Ratio11.4413.00
    5 Years
    StatisticPRSVXCategory
    Alpha (against Standard Index)-4.53-4.24
    Beta (against Standard Index)1.141.21
    Mean Annual Return0.981.08
    R-squared (against Standard Index)82.8483.14
    Standard Deviation16.2317.16
    Sharpe Ratio0.720.76
    Treynor Ratio9.5610.07
    10 Years
    StatisticPRSVXCategory
    Alpha (against Standard Index)0.48-0.24
    Beta (against Standard Index)1.101.17
    Mean Annual Return0.870.85
    R-squared (against Standard Index)81.9682.56
    Standard Deviation17.9518.98
    Sharpe Ratio0.500.47
    Treynor Ratio7.006.30