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T. Rowe Price Spectrum International (PSILX)
On
Jan 6
:
9.93
0.04
(0.40%)
MORE ON PSILX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.60%
Worst 1 Yr Total Return
(2008)
:
-46.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PSILX
Category
Alpha (against Standard Index)
4.02
1.72
Beta (against Standard Index)
1.11
1.03
Mean Annual Return
-2.88
-0.10
R-squared (against Standard Index)
97
93.99
Standard Deviation
26.84
25.56
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.66
N/A
5 Years
Statistic
PSILX
Category
Alpha (against Standard Index)
2.12
0.68
Beta (against Standard Index)
1.10
1.03
Mean Annual Return
6.16
0.57
R-squared (against Standard Index)
97
93.91
Standard Deviation
22.03
20.91
Sharpe Ratio
0.25
N/A
Treynor Ratio
2.87
N/A
10 Years
Statistic
PSILX
Category
Alpha (against Standard Index)
1.27
-0.08
Beta (against Standard Index)
1.09
1.05
Mean Annual Return
2.87
0.29
R-squared (against Standard Index)
96
87.06
Standard Deviation
19.98
20.42
Sharpe Ratio
0.10
N/A
Treynor Ratio
-0.05
N/A
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