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RS High Yield Bond K (RHYKX)
On
Dec 4
:
6.50
0.01
(0.15%)
MORE ON RHYKX
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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
(2004)
:
8.72%
Worst 1 Yr Total Return
(2008)
:
-20.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RHYKX
Category
Alpha (against Standard Index)
-3.52
-3.12
Beta (against Standard Index)
1.33
1.16
Mean Annual Return
3.12
0.31
R-squared (against Standard Index)
16
10.86
Standard Deviation
13.53
15.35
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.53
N/A
5 Years
Statistic
RHYKX
Category
Alpha (against Standard Index)
-0.74
-0.09
Beta (against Standard Index)
1.10
0.92
Mean Annual Return
3.97
0.40
R-squared (against Standard Index)
14
8.80
Standard Deviation
10.68
12.20
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.86
N/A
10 Years
Statistic
RHYKX
Category
Alpha (against Standard Index)
-0.27
0.55
Beta (against Standard Index)
0.64
0.51
Mean Annual Return
4.40
0.43
R-squared (against Standard Index)
6
3.74
Standard Deviation
9.61
10.75
Sharpe Ratio
0.19
N/A
Treynor Ratio
2.21
N/A
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