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Royce Pennsylvania Mutual R (RPMRX)

On Dec 16: 9.15   0.06 (0.66%)

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Risk  As of 30-Nov-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): -35.28% Worst 1 Yr Total Return (2008): -35.28% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RPMRX Category Alpha (against Standard Index) 2.30 -0.48 Beta (against Standard Index) 1.16 1.16 Mean Annual Return -5.55 -0.45 R-squared (against Standard Index) 89 86.39 Standard Deviation 24.43 24.75 Sharpe Ratio -0.20 N/A Treynor Ratio -6.72 N/A 5 Years Statistic RPMRX Category Alpha (against Standard Index) 2.08 0.00 Beta (against Standard Index) 1.18 1.17 Mean Annual Return 1.80 0.16 R-squared (against Standard Index) 85 83.41 Standard Deviation 20.52 20.64 Sharpe Ratio 0.05 N/A Treynor Ratio -1.00 N/A 10 Years Statistic RPMRX Category Alpha (against Standard Index) 9.30 7.16 Beta (against Standard Index) 0.92 1.00 Mean Annual Return 8.86 0.66 R-squared (against Standard Index) 67 64.42 Standard Deviation 18.30 20.26 Sharpe Ratio 0.40 N/A Treynor Ratio 6.43 N/A
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