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T. Rowe Price Blue Chip Gr R (RRBGX)
On
Dec 4
:
31.54
0.17
(0.54%)
MORE ON RRBGX
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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
(2007)
:
12.55%
Worst 1 Yr Total Return
(2008)
:
-42.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RRBGX
Category
Alpha (against Standard Index)
2.80
2.45
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-4.77
-0.24
R-squared (against Standard Index)
91
88.47
Standard Deviation
20.85
20.84
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-7.07
N/A
5 Years
Statistic
RRBGX
Category
Alpha (against Standard Index)
0.68
0.94
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
0.79
0.21
R-squared (against Standard Index)
90
86.37
Standard Deviation
17.08
17.46
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.20
N/A
10 Years
Statistic
RRBGX
Category
Alpha (against Standard Index)
0.42
0.18
Beta (against Standard Index)
1.04
1.04
Mean Annual Return
-0.85
0.04
R-squared (against Standard Index)
92
78.62
Standard Deviation
17.39
19.22
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.68
N/A
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