Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 29, 2009, 7:01PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Royce Micro-Cap Svc (RMCFX)On Dec 29: 13.64  Down 0.01 (0.07%)  
MORE ON RMCFX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):22.02%
Worst 1 Yr Total Return (2008):-40.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRMCFXCategory
Alpha (against Standard Index)6.07-0.48
Beta (against Standard Index)1.121.16
Mean Annual Return-1.62-0.45
R-squared (against Standard Index)8386.39
Standard Deviation24.3124.75
Sharpe Ratio-0.04N/A
Treynor Ratio-3.48N/A
5 Years
StatisticRMCFXCategory
Alpha (against Standard Index)5.460.00
Beta (against Standard Index)1.141.17
Mean Annual Return5.270.16
R-squared (against Standard Index)7783.41
Standard Deviation20.7720.64
Sharpe Ratio0.21N/A
Treynor Ratio2.01N/A
10 Years
StatisticRMCFXCategory
Alpha (against Standard Index)12.267.16
Beta (against Standard Index)0.981.00
Mean Annual Return11.550.66
R-squared (against Standard Index)6264.42
Standard Deviation20.2320.26
Sharpe Ratio0.50N/A
Treynor Ratio8.78N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center