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RS Tax-Exempt C (RETCX)
On
Dec 8
:
10.23
0.02
(0.20%)
MORE ON RETCX
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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)
:
4.25%
Worst 1 Yr Total Return
(2008)
:
-1.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RETCX
Category
Alpha (against Standard Index)
-0.98
-2.27
Beta (against Standard Index)
1.01
1.17
Mean Annual Return
3.17
0.19
R-squared (against Standard Index)
95
87.41
Standard Deviation
6.17
7.66
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.75
N/A
5 Years
Statistic
RETCX
Category
Alpha (against Standard Index)
-0.72
-1.38
Beta (against Standard Index)
1.01
1.15
Mean Annual Return
3.42
0.25
R-squared (against Standard Index)
95
87.57
Standard Deviation
5.04
6.17
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.39
N/A
10 Years
Statistic
RETCX
Category
Alpha (against Standard Index)
-0.86
-1.30
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
4.94
0.39
R-squared (against Standard Index)
96
88.63
Standard Deviation
5.07
5.59
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.84
N/A
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