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RS Mid Cap Growth Y (RMOYX)
On
Dec 7
:
8.74
0.02
(0.23%)
MORE ON RMOYX
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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)
:
-52.35%
Worst 1 Yr Total Return
(2008)
:
-52.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RMOYX
Category
Alpha (against Standard Index)
-2.36
3.31
Beta (against Standard Index)
1.07
1.09
Mean Annual Return
-10.43
-0.23
R-squared (against Standard Index)
82
84.23
Standard Deviation
23.09
23.37
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-12.05
N/A
5 Years
Statistic
RMOYX
Category
Alpha (against Standard Index)
-1.24
2.25
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-1.81
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.97
20.00
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.36
N/A
10 Years
Statistic
RMOYX
Category
Alpha (against Standard Index)
2.98
4.42
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
0.60
0.37
R-squared (against Standard Index)
64
60.91
Standard Deviation
22.20
23.71
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.16
N/A
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