Dow Up0.07% Nasdaq Down0.15%

T. Rowe Price New America Growth (PRWAX)

46.65 Up 0.20(0.43%) Aug 19

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up20
Number of Years Down8
Best 1 Yr Total Return(Dec 30, 2009):49.33%
Worst 1 Yr Total Return(Dec 30, 2008):-38.31%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.67-3.54
Beta (against Standard Index)1.041.10
Mean Annual Return1.281.21
R-squared (against Standard Index)84.2288.42
Standard Deviation13.8014.30
Sharpe Ratio1.111.02
Treynor Ratio14.8013.11
5 Years
Alpha (against Standard Index)-0.78-1.86
Beta (against Standard Index)1.051.07
Mean Annual Return1.371.31
R-squared (against Standard Index)89.6389.97
Standard Deviation14.5714.83
Sharpe Ratio1.121.06
Treynor Ratio15.7414.66
10 Years
Alpha (against Standard Index)1.300.22
Beta (against Standard Index)1.041.03
Mean Annual Return0.870.77
R-squared (against Standard Index)87.6387.52
Standard Deviation16.3216.20
Sharpe Ratio0.540.47
Treynor Ratio7.546.46