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T. Rowe Price Mid-Cap Value R (RRMVX)
On
Dec 2
:
20.11
0.14
(0.70%)
MORE ON RRMVX
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Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
19.97%
Worst 1 Yr Total Return
(2008)
:
-34.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RRMVX
Category
Alpha (against Standard Index)
5.37
2.32
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-3.10
-0.35
R-squared (against Standard Index)
91
90.18
Standard Deviation
22.27
23.68
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.05
N/A
5 Years
Statistic
RRMVX
Category
Alpha (against Standard Index)
4.06
2.22
Beta (against Standard Index)
1.10
1.16
Mean Annual Return
3.96
0.30
R-squared (against Standard Index)
91
89.12
Standard Deviation
18.21
19.61
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.86
N/A
10 Years
Statistic
RRMVX
Category
Alpha (against Standard Index)
9.68
7.83
Beta (against Standard Index)
0.93
0.94
Mean Annual Return
9.15
0.70
R-squared (against Standard Index)
79
72.23
Standard Deviation
16.90
17.96
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.63
N/A
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