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Rochdale Dividend & Income (RIMHX)
On
Dec 29
:
24.00
0.05
(0.21%)
MORE ON RIMHX
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Research Reports
Risk
As of 30-Nov-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)
:
22.10%
Worst 1 Yr Total Return
(2008)
:
-24.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIMHX
Category
Alpha (against Standard Index)
0.61
0.96
Beta (against Standard Index)
0.77
1.15
Mean Annual Return
-3.11
-0.33
R-squared (against Standard Index)
93
89.96
Standard Deviation
15.79
24.07
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.01
N/A
5 Years
Statistic
RIMHX
Category
Alpha (against Standard Index)
1.29
1.28
Beta (against Standard Index)
0.77
1.16
Mean Annual Return
2.68
0.26
R-squared (against Standard Index)
89
88.97
Standard Deviation
13.14
19.80
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.41
N/A
10 Years
Statistic
RIMHX
Category
Alpha (against Standard Index)
1.81
7.57
Beta (against Standard Index)
0.87
0.96
Mean Annual Return
1.28
0.70
R-squared (against Standard Index)
64
72.92
Standard Deviation
17.57
18.20
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.90
N/A
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