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RS Investment Quality Bond B (RIQBX)
On
Dec 2
:
10.00
0.01
(0.10%)
MORE ON RIQBX
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Risk
As of 31-Oct-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
(2007)
:
5.05%
Worst 1 Yr Total Return
(2008)
:
-1.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIQBX
Category
Alpha (against Standard Index)
-0.94
-1.72
Beta (against Standard Index)
0.81
1.02
Mean Annual Return
4.61
0.39
R-squared (against Standard Index)
76
59.27
Standard Deviation
3.71
5.93
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.71
N/A
5 Years
Statistic
RIQBX
Category
Alpha (against Standard Index)
-1.13
-1.05
Beta (against Standard Index)
0.85
0.98
Mean Annual Return
3.59
0.33
R-squared (against Standard Index)
82
61.87
Standard Deviation
3.39
4.88
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.66
N/A
10 Years
Statistic
RIQBX
Category
Alpha (against Standard Index)
-1.11
-0.65
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
4.91
0.45
R-squared (against Standard Index)
89
71.12
Standard Deviation
3.71
4.47
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.08
N/A
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