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RS Technology K (RIFKX)
On
Dec 4
:
13.91
0.16
(1.16%)
MORE ON RIFKX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.67%
Worst 1 Yr Total Return
(2008)
:
-51.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIFKX
Category
Alpha (against Standard Index)
7.30
7.86
Beta (against Standard Index)
1.31
1.14
Mean Annual Return
-4.98
0.12
R-squared (against Standard Index)
69
78.24
Standard Deviation
30.52
25.36
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.67
N/A
5 Years
Statistic
RIFKX
Category
Alpha (against Standard Index)
2.28
3.75
Beta (against Standard Index)
1.37
1.19
Mean Annual Return
-0.15
0.43
R-squared (against Standard Index)
67
73.64
Standard Deviation
26.46
22.22
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.32
N/A
10 Years
Statistic
RIFKX
Category
Alpha (against Standard Index)
4.64
2.22
Beta (against Standard Index)
1.78
1.56
Mean Annual Return
-3.56
0.10
R-squared (against Standard Index)
62
57.55
Standard Deviation
36.36
33.23
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.67
N/A
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