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Rochdale Mid/Small Value (RIMKX)
On
Dec 4
:
28.94
0.43
(1.51%)
MORE ON RIMKX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
21.10%
Worst 1 Yr Total Return
(2008)
:
-38.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIMKX
Category
Alpha (against Standard Index)
-4.97
2.32
Beta (against Standard Index)
1.00
1.15
Mean Annual Return
-11.96
-0.35
R-squared (against Standard Index)
85
90.18
Standard Deviation
21.27
23.68
Sharpe Ratio
-0.60
N/A
Treynor Ratio
-14.34
N/A
5 Years
Statistic
RIMKX
Category
Alpha (against Standard Index)
-1.02
2.22
Beta (against Standard Index)
1.06
1.16
Mean Annual Return
-1.26
0.30
R-squared (against Standard Index)
82
89.12
Standard Deviation
18.62
19.61
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.05
N/A
10 Years
Statistic
RIMKX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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