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T. Rowe Price US Treasury Long-Term (PRULX)
On
Dec 29
:
11.04
0.05
(0.45%)
MORE ON PRULX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
23.26%
Worst 1 Yr Total Return
(2006)
:
1.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRULX
Category
Alpha (against Standard Index)
-3.68
-6.41
Beta (against Standard Index)
2.37
2.96
Mean Annual Return
7.69
0.65
R-squared (against Standard Index)
63
64.77
Standard Deviation
12.30
15.64
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.29
N/A
5 Years
Statistic
PRULX
Category
Alpha (against Standard Index)
-1.68
-3.08
Beta (against Standard Index)
2.32
2.96
Mean Annual Return
6.69
0.60
R-squared (against Standard Index)
68
69.07
Standard Deviation
10.35
13.44
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.60
N/A
10 Years
Statistic
PRULX
Category
Alpha (against Standard Index)
-2.59
-3.61
Beta (against Standard Index)
2.13
2.69
Mean Annual Return
7.46
0.71
R-squared (against Standard Index)
75
78.34
Standard Deviation
9.37
11.69
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.13
N/A
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