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T. Rowe Price US Treasury Interm (PRTIX)
On
Dec 24
:
5.73
0.02
(0.35%)
MORE ON PRTIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
14.10%
Worst 1 Yr Total Return
(2004)
:
1.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRTIX
Category
Alpha (against Standard Index)
1.22
0.23
Beta (against Standard Index)
1.11
0.76
Mean Annual Return
8.06
0.46
R-squared (against Standard Index)
58
64.12
Standard Deviation
5.98
3.94
Sharpe Ratio
0.95
N/A
Treynor Ratio
5.23
N/A
5 Years
Statistic
PRTIX
Category
Alpha (against Standard Index)
0.18
-0.23
Beta (against Standard Index)
1.13
0.78
Mean Annual Return
5.95
0.39
R-squared (against Standard Index)
65
69.48
Standard Deviation
5.09
3.41
Sharpe Ratio
0.58
N/A
Treynor Ratio
2.63
N/A
10 Years
Statistic
PRTIX
Category
Alpha (against Standard Index)
-0.59
-0.47
Beta (against Standard Index)
1.13
0.84
Mean Annual Return
6.24
0.44
R-squared (against Standard Index)
75
78.01
Standard Deviation
4.96
3.66
Sharpe Ratio
0.67
N/A
Treynor Ratio
2.94
N/A
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