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RS Low Duration Bond B (RLDBX)
On
Dec 4
:
10.19
0.02
(0.20%)
MORE ON RLDBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.51%
Worst 1 Yr Total Return
(2005)
:
0.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RLDBX
Category
Alpha (against Standard Index)
0.68
-0.26
Beta (against Standard Index)
0.27
0.38
Mean Annual Return
4.16
0.30
R-squared (against Standard Index)
57
32.40
Standard Deviation
1.29
3.42
Sharpe Ratio
1.18
N/A
Treynor Ratio
6.57
N/A
5 Years
Statistic
RLDBX
Category
Alpha (against Standard Index)
-0.52
-0.58
Beta (against Standard Index)
0.30
0.40
Mean Annual Return
3.11
0.27
R-squared (against Standard Index)
61
36.30
Standard Deviation
1.28
2.80
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.28
N/A
10 Years
Statistic
RLDBX
Category
Alpha (against Standard Index)
N/A
-0.21
Beta (against Standard Index)
N/A
0.44
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
45.80
Standard Deviation
N/A
2.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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