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Royce Premier Instl (RPFIX)
On
Dec 4
:
16.03
0.15
(0.94%)
MORE ON RPFIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.96%
Worst 1 Yr Total Return
(2008)
:
-28.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RPFIX
Category
Alpha (against Standard Index)
9.63
2.78
Beta (against Standard Index)
1.11
1.14
Mean Annual Return
0.79
-0.31
R-squared (against Standard Index)
88
88.48
Standard Deviation
23.11
23.83
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.47
N/A
5 Years
Statistic
RPFIX
Category
Alpha (against Standard Index)
6.70
2.11
Beta (against Standard Index)
1.12
1.17
Mean Annual Return
6.39
0.29
R-squared (against Standard Index)
82
86.78
Standard Deviation
19.68
20.06
Sharpe Ratio
0.26
N/A
Treynor Ratio
3.00
N/A
10 Years
Statistic
RPFIX
Category
Alpha (against Standard Index)
11.42
6.25
Beta (against Standard Index)
0.92
1.05
Mean Annual Return
10.92
0.54
R-squared (against Standard Index)
70
72.80
Standard Deviation
17.68
19.97
Sharpe Ratio
0.51
N/A
Treynor Ratio
8.65
N/A
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