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RS Large Cap Alpha C (RCOCX)
On
Dec 4
:
33.86
0.08
(0.24%)
MORE ON RCOCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.61%
Worst 1 Yr Total Return
(2008)
:
-29.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RCOCX
Category
Alpha (against Standard Index)
4.00
0.38
Beta (against Standard Index)
0.86
1.00
Mean Annual Return
-1.77
-0.41
R-squared (against Standard Index)
91
95.50
Standard Deviation
17.63
20.09
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.87
N/A
5 Years
Statistic
RCOCX
Category
Alpha (against Standard Index)
2.19
0.26
Beta (against Standard Index)
0.87
1.01
Mean Annual Return
2.98
0.16
R-squared (against Standard Index)
91
94.84
Standard Deviation
14.52
16.47
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.05
N/A
10 Years
Statistic
RCOCX
Category
Alpha (against Standard Index)
-1.25
0.84
Beta (against Standard Index)
0.98
0.97
Mean Annual Return
-2.50
0.11
R-squared (against Standard Index)
73
91.16
Standard Deviation
18.37
16.35
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.61
N/A
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