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RS Small Cap Equity C (RSCCX)
On
Dec 4
:
9.79
0.15
(1.56%)
MORE ON RSCCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
15.84%
Worst 1 Yr Total Return
(2008)
:
-36.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSCCX
Category
Alpha (against Standard Index)
1.11
1.71
Beta (against Standard Index)
1.05
1.15
Mean Annual Return
-6.93
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.37
24.28
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.87
N/A
5 Years
Statistic
RSCCX
Category
Alpha (against Standard Index)
0.26
1.12
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
-0.25
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
19.78
21.15
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.93
N/A
10 Years
Statistic
RSCCX
Category
Alpha (against Standard Index)
5.86
5.25
Beta (against Standard Index)
1.04
1.18
Mean Annual Return
3.54
0.43
R-squared (against Standard Index)
53
56.73
Standard Deviation
23.01
25.52
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.55
N/A
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