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Credit Suisse Global High Yield (RBSFX)
On
Dec 18
:
8.86
0.00
(0.00%)
MORE ON RBSFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
17.78%
Worst 1 Yr Total Return
(2008)
:
-26.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RBSFX
Category
Alpha (against Standard Index)
-3.13
-3.31
Beta (against Standard Index)
1.41
1.15
Mean Annual Return
3.56
0.30
R-squared (against Standard Index)
13
10.85
Standard Deviation
16.17
15.35
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.92
N/A
5 Years
Statistic
RBSFX
Category
Alpha (against Standard Index)
0.01
-0.58
Beta (against Standard Index)
1.15
0.95
Mean Annual Return
5.07
0.39
R-squared (against Standard Index)
10
9.33
Standard Deviation
12.77
12.17
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.82
N/A
10 Years
Statistic
RBSFX
Category
Alpha (against Standard Index)
0.98
0.41
Beta (against Standard Index)
0.53
0.52
Mean Annual Return
5.24
0.42
R-squared (against Standard Index)
4
3.87
Standard Deviation
10.61
10.75
Sharpe Ratio
0.26
N/A
Treynor Ratio
4.37
N/A
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