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Schwartz Value (RCMFX)
On
Dec 4
:
18.59
0.02
(0.11%)
MORE ON RCMFX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
22.60%
Worst 1 Yr Total Return
(2008)
:
-35.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RCMFX
Category
Alpha (against Standard Index)
-2.96
1.01
Beta (against Standard Index)
0.99
1.19
Mean Annual Return
-9.85
-0.48
R-squared (against Standard Index)
86
87.23
Standard Deviation
20.71
24.84
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-12.45
N/A
5 Years
Statistic
RCMFX
Category
Alpha (against Standard Index)
-1.17
1.42
Beta (against Standard Index)
1.02
1.21
Mean Annual Return
-1.16
0.23
R-squared (against Standard Index)
83
84.16
Standard Deviation
17.79
21.07
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.10
N/A
10 Years
Statistic
RCMFX
Category
Alpha (against Standard Index)
7.20
7.80
Beta (against Standard Index)
0.91
1.01
Mean Annual Return
6.41
0.68
R-squared (against Standard Index)
68
64.84
Standard Deviation
17.68
20.31
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.78
N/A
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