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Reynolds Blue Chip Growth (RBCGX)
On
Dec 2
:
42.95
0.17
(0.40%)
MORE ON RBCGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2007)
:
8.29%
Worst 1 Yr Total Return
(2008)
:
-5.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RBCGX
Category
Alpha (against Standard Index)
10.18
2.45
Beta (against Standard Index)
0.30
1.00
Mean Annual Return
10.17
-0.24
R-squared (against Standard Index)
28
88.47
Standard Deviation
10.76
20.84
Sharpe Ratio
0.73
N/A
Treynor Ratio
26.13
N/A
5 Years
Statistic
RBCGX
Category
Alpha (against Standard Index)
5.03
0.94
Beta (against Standard Index)
0.40
1.01
Mean Annual Return
6.92
0.21
R-squared (against Standard Index)
25
86.37
Standard Deviation
12.48
17.46
Sharpe Ratio
0.36
N/A
Treynor Ratio
9.79
N/A
10 Years
Statistic
RBCGX
Category
Alpha (against Standard Index)
-1.36
0.18
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
-3.77
0.04
R-squared (against Standard Index)
49
78.62
Standard Deviation
23.41
19.22
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.59
N/A
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