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T. Rowe Price Mid-Cap Growth R (RRMGX)
On
Dec 2
:
44.80
0.16
(0.36%)
MORE ON RRMGX
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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)
:
17.82%
Worst 1 Yr Total Return
(2008)
:
-39.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RRMGX
Category
Alpha (against Standard Index)
7.41
3.31
Beta (against Standard Index)
1.12
1.09
Mean Annual Return
-1.60
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
23.18
23.37
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-3.58
N/A
5 Years
Statistic
RRMGX
Category
Alpha (against Standard Index)
4.49
2.25
Beta (against Standard Index)
1.12
1.13
Mean Annual Return
4.15
0.31
R-squared (against Standard Index)
87
81.04
Standard Deviation
19.10
20.00
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.00
N/A
10 Years
Statistic
RRMGX
Category
Alpha (against Standard Index)
7.40
4.42
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
5.69
0.37
R-squared (against Standard Index)
84
60.91
Standard Deviation
19.51
23.71
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.45
N/A
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