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Rainier Small/Mid Cap Equity (RIMSX)
On
Dec 24
:
26.58
0.12
(0.45%)
MORE ON RIMSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.46%
Worst 1 Yr Total Return
(2008)
:
-48.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIMSX
Category
Alpha (against Standard Index)
-0.48
2.05
Beta (against Standard Index)
1.22
1.08
Mean Annual Return
-8.98
-0.20
R-squared (against Standard Index)
87
84.21
Standard Deviation
26.01
23.41
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-9.24
N/A
5 Years
Statistic
RIMSX
Category
Alpha (against Standard Index)
2.24
1.56
Beta (against Standard Index)
1.26
1.11
Mean Annual Return
1.41
0.29
R-squared (against Standard Index)
83
80.86
Standard Deviation
22.27
19.91
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.25
N/A
10 Years
Statistic
RIMSX
Category
Alpha (against Standard Index)
6.91
3.33
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
5.08
0.32
R-squared (against Standard Index)
75
61.70
Standard Deviation
21.54
23.38
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.87
N/A
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