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RS Mid Cap Growth C (RMOCX)
On
Dec 8
:
8.34
0.08
(0.95%)
MORE ON RMOCX
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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)
:
-52.80%
Worst 1 Yr Total Return
(2008)
:
-52.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RMOCX
Category
Alpha (against Standard Index)
-3.61
3.31
Beta (against Standard Index)
1.06
1.09
Mean Annual Return
-11.51
-0.23
R-squared (against Standard Index)
81
84.23
Standard Deviation
23.01
23.37
Sharpe Ratio
-0.52
N/A
Treynor Ratio
-13.11
N/A
5 Years
Statistic
RMOCX
Category
Alpha (against Standard Index)
-2.28
2.25
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-2.81
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.93
20.00
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.29
N/A
10 Years
Statistic
RMOCX
Category
Alpha (against Standard Index)
2.08
4.42
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-0.29
0.37
R-squared (against Standard Index)
64
60.91
Standard Deviation
22.17
23.71
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.97
N/A
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