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RS Technology C (RINCX)
On
Nov 30
:
13.34
0.05
(0.38%)
MORE ON RINCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-51.26%
Worst 1 Yr Total Return
(2008)
:
-51.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RINCX
Category
Alpha (against Standard Index)
10.03
7.86
Beta (against Standard Index)
1.30
1.14
Mean Annual Return
-1.95
0.12
R-squared (against Standard Index)
74
78.24
Standard Deviation
29.40
25.36
Sharpe Ratio
0.00
N/A
Treynor Ratio
-3.37
N/A
5 Years
Statistic
RINCX
Category
Alpha (against Standard Index)
3.79
3.75
Beta (against Standard Index)
1.35
1.19
Mean Annual Return
1.61
0.43
R-squared (against Standard Index)
70
73.64
Standard Deviation
25.68
22.22
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.05
N/A
10 Years
Statistic
RINCX
Category
Alpha (against Standard Index)
5.22
2.22
Beta (against Standard Index)
1.77
1.56
Mean Annual Return
-2.88
0.10
R-squared (against Standard Index)
62
57.55
Standard Deviation
36.07
33.23
Sharpe Ratio
0.02
N/A
Treynor Ratio
-3.30
N/A
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