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RS Global Natural Resources C (RGNCX)
On
Dec 2
:
28.89
0.03
(0.10%)
MORE ON RGNCX
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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)
:
-47.23%
Worst 1 Yr Total Return
(2008)
:
-47.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RGNCX
Category
Alpha (against Standard Index)
9.65
9.84
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
-2.08
0.30
R-squared (against Standard Index)
58
49.03
Standard Deviation
30.74
31.65
Sharpe Ratio
0.01
N/A
Treynor Ratio
-3.75
N/A
5 Years
Statistic
RGNCX
Category
Alpha (against Standard Index)
11.31
10.78
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
9.09
1.02
R-squared (against Standard Index)
50
43.88
Standard Deviation
27.54
28.35
Sharpe Ratio
0.35
N/A
Treynor Ratio
4.94
N/A
10 Years
Statistic
RGNCX
Category
Alpha (against Standard Index)
15.42
13.33
Beta (against Standard Index)
0.85
0.90
Mean Annual Return
14.02
1.16
R-squared (against Standard Index)
32
35.23
Standard Deviation
24.15
25.46
Sharpe Ratio
0.55
N/A
Treynor Ratio
13.02
N/A
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