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RS Small Cap Growth C (REGWX)
On
Dec 8
:
30.22
0.20
(0.66%)
MORE ON REGWX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-46.40%
Worst 1 Yr Total Return
(2008)
:
-46.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
REGWX
Category
Alpha (against Standard Index)
0.88
1.71
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
-7.89
-0.40
R-squared (against Standard Index)
80
85.55
Standard Deviation
24.06
24.28
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-9.34
N/A
5 Years
Statistic
REGWX
Category
Alpha (against Standard Index)
-0.64
1.12
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
-1.48
0.21
R-squared (against Standard Index)
77
81.02
Standard Deviation
21.10
21.15
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.88
N/A
10 Years
Statistic
REGWX
Category
Alpha (against Standard Index)
1.19
5.25
Beta (against Standard Index)
1.34
1.18
Mean Annual Return
-4.28
0.43
R-squared (against Standard Index)
45
56.73
Standard Deviation
32.17
25.52
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-5.41
N/A
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