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Roxbury Small Cap Growth Instl (RSCIX)
On
Dec 4
:
13.15
0.24
(1.86%)
MORE ON RSCIX
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Research Reports
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)
:
11.97%
Worst 1 Yr Total Return
(2008)
:
-39.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSCIX
Category
Alpha (against Standard Index)
0.03
1.71
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
-8.05
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.65
24.28
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.83
N/A
5 Years
Statistic
RSCIX
Category
Alpha (against Standard Index)
0.74
1.12
Beta (against Standard Index)
1.13
1.19
Mean Annual Return
0.13
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
20.28
21.15
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.57
N/A
10 Years
Statistic
RSCIX
Category
Alpha (against Standard Index)
N/A
5.25
Beta (against Standard Index)
N/A
1.18
Mean Annual Return
N/A
0.43
R-squared (against Standard Index)
N/A
56.73
Standard Deviation
N/A
25.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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