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RS Emerging Markets K (REMKX)
On
Dec 23
:
21.89
0.24
(1.11%)
MORE ON REMKX
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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
(2007)
:
43.06%
Worst 1 Yr Total Return
(2008)
:
-55.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
REMKX
Category
Alpha (against Standard Index)
17.54
12.34
Beta (against Standard Index)
1.38
1.29
Mean Annual Return
6.90
0.68
R-squared (against Standard Index)
88
87.47
Standard Deviation
35.08
33.01
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.36
N/A
5 Years
Statistic
REMKX
Category
Alpha (against Standard Index)
14.18
9.77
Beta (against Standard Index)
1.41
1.29
Mean Annual Return
18.36
1.39
R-squared (against Standard Index)
86
85.58
Standard Deviation
29.82
27.53
Sharpe Ratio
0.62
N/A
Treynor Ratio
10.89
N/A
10 Years
Statistic
REMKX
Category
Alpha (against Standard Index)
12.72
9.46
Beta (against Standard Index)
1.29
1.23
Mean Annual Return
13.60
1.10
R-squared (against Standard Index)
75
77.00
Standard Deviation
26.74
25.24
Sharpe Ratio
0.51
N/A
Treynor Ratio
8.29
N/A
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