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Rice Hall James Small Cap (RHJMX)
On
Dec 8
:
8.92
0.06
(0.67%)
MORE ON RHJMX
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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)
:
11.66%
Worst 1 Yr Total Return
(2008)
:
-38.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RHJMX
Category
Alpha (against Standard Index)
3.93
1.71
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
-4.67
-0.40
R-squared (against Standard Index)
86
85.55
Standard Deviation
23.07
24.28
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.48
N/A
5 Years
Statistic
RHJMX
Category
Alpha (against Standard Index)
1.19
1.12
Beta (against Standard Index)
1.10
1.19
Mean Annual Return
0.85
0.21
R-squared (against Standard Index)
83
81.02
Standard Deviation
19.14
21.15
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.98
N/A
10 Years
Statistic
RHJMX
Category
Alpha (against Standard Index)
6.42
5.25
Beta (against Standard Index)
0.95
1.18
Mean Annual Return
5.34
0.43
R-squared (against Standard Index)
70
56.73
Standard Deviation
18.31
25.52
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.49
N/A
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