Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 23, 2009, 8:07PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
RS Emerging Markets K (REMKX)On Dec 23: 21.89  Up 0.24 (1.11%)  
MORE ON REMKX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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
StatisticREMKXCategory
Alpha (against Standard Index)17.5412.34
Beta (against Standard Index)1.381.29
Mean Annual Return6.900.68
R-squared (against Standard Index)8887.47
Standard Deviation35.0833.01
Sharpe Ratio0.30N/A
Treynor Ratio3.36N/A
5 Years
StatisticREMKXCategory
Alpha (against Standard Index)14.189.77
Beta (against Standard Index)1.411.29
Mean Annual Return18.361.39
R-squared (against Standard Index)8685.58
Standard Deviation29.8227.53
Sharpe Ratio0.62N/A
Treynor Ratio10.89N/A
10 Years
StatisticREMKXCategory
Alpha (against Standard Index)12.729.46
Beta (against Standard Index)1.291.23
Mean Annual Return13.601.10
R-squared (against Standard Index)7577.00
Standard Deviation26.7425.24
Sharpe Ratio0.51N/A
Treynor Ratio8.29N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center