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RS Small Cap Equity Y (RSCYX)
On
Dec 4
:
11.93
0.18
(1.53%)
MORE ON RSCYX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-35.50%
Worst 1 Yr Total Return
(2008)
:
-35.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSCYX
Category
Alpha (against Standard Index)
2.14
1.71
Beta (against Standard Index)
1.05
1.15
Mean Annual Return
-5.97
-0.40
R-squared (against Standard Index)
84
85.55
Standard Deviation
22.40
24.28
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.95
N/A
5 Years
Statistic
RSCYX
Category
Alpha (against Standard Index)
1.27
1.12
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
0.76
0.21
R-squared (against Standard Index)
80
81.02
Standard Deviation
19.81
21.15
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.03
N/A
10 Years
Statistic
RSCYX
Category
Alpha (against Standard Index)
6.88
5.25
Beta (against Standard Index)
1.04
1.18
Mean Annual Return
4.59
0.43
R-squared (against Standard Index)
53
56.73
Standard Deviation
23.03
25.52
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.56
N/A
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