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RS Emerging Markets C (REMGX)
On
Dec 4
:
19.97
0.08
(0.40%)
MORE ON REMGX
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Research Reports
Risk
As of 31-Oct-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
(2007)
:
42.64%
Worst 1 Yr Total Return
(2008)
:
-56.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
REMGX
Category
Alpha (against Standard Index)
16.68
12.35
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
6.44
0.71
R-squared (against Standard Index)
88
87.52
Standard Deviation
35.02
33.07
Sharpe Ratio
0.29
N/A
Treynor Ratio
2.93
N/A
5 Years
Statistic
REMGX
Category
Alpha (against Standard Index)
12.73
9.15
Beta (against Standard Index)
1.40
1.29
Mean Annual Return
18.16
1.44
R-squared (against Standard Index)
86
85.78
Standard Deviation
29.82
27.65
Sharpe Ratio
0.62
N/A
Treynor Ratio
10.83
N/A
10 Years
Statistic
REMGX
Category
Alpha (against Standard Index)
12.97
9.81
Beta (against Standard Index)
1.30
1.23
Mean Annual Return
13.98
1.14
R-squared (against Standard Index)
74
76.71
Standard Deviation
27.12
25.41
Sharpe Ratio
0.51
N/A
Treynor Ratio
8.49
N/A
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