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Rockland Small Cap Growth (RKGRX)
On
Nov 27
:
10.78
0.23
(2.09%)
MORE ON RKGRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
2
Number of Years Down:
3
Best 1 Yr Total Return
(2007)
:
26.08%
Worst 1 Yr Total Return
(2008)
:
-55.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RKGRX
Category
Alpha (against Standard Index)
-5.69
1.71
Beta (against Standard Index)
1.13
1.15
Mean Annual Return
-14.62
-0.40
R-squared (against Standard Index)
68
85.55
Standard Deviation
26.65
24.28
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-15.14
N/A
5 Years
Statistic
RKGRX
Category
Alpha (against Standard Index)
-6.33
1.12
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
-7.48
0.21
R-squared (against Standard Index)
66
81.02
Standard Deviation
23.18
21.15
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.87
N/A
10 Years
Statistic
RKGRX
Category
Alpha (against Standard Index)
1.43
5.25
Beta (against Standard Index)
1.12
1.18
Mean Annual Return
-2.69
0.43
R-squared (against Standard Index)
37
56.73
Standard Deviation
29.57
25.52
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-5.04
N/A
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