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Rochdale Mid/Small Growth (RIMQX)
On
Dec 24
:
25.23
0.14
(0.56%)
MORE ON RIMQX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
16.22%
Worst 1 Yr Total Return
(2008)
:
-37.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIMQX
Category
Alpha (against Standard Index)
-3.31
2.05
Beta (against Standard Index)
0.90
1.08
Mean Annual Return
-8.38
-0.20
R-squared (against Standard Index)
78
84.21
Standard Deviation
20.20
23.41
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-11.86
N/A
5 Years
Statistic
RIMQX
Category
Alpha (against Standard Index)
-2.74
1.56
Beta (against Standard Index)
0.93
1.11
Mean Annual Return
-2.15
0.29
R-squared (against Standard Index)
76
80.86
Standard Deviation
17.16
19.91
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-5.52
N/A
10 Years
Statistic
RIMQX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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