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Thursday, December 10, 2009, 7:35PM ET - U.S. Markets Closed. Dow Up 0.67% Nasdaq Up 0.33%
Royce Special Equity Svc (RSEFX)On Dec 10: 16.93   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):13.70%
Worst 1 Yr Total Return (2008):-19.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRSEFXCategory
Alpha (against Standard Index)6.231.78
Beta (against Standard Index)0.801.18
Mean Annual Return0.88-0.41
R-squared (against Standard Index)7785.71
Standard Deviation17.8524.90
Sharpe Ratio0.00N/A
Treynor Ratio-1.91N/A
5 Years
StatisticRSEFXCategory
Alpha (against Standard Index)3.291.92
Beta (against Standard Index)0.831.20
Mean Annual Return4.010.27
R-squared (against Standard Index)7182.80
Standard Deviation15.6521.07
Sharpe Ratio0.14N/A
Treynor Ratio1.19N/A
10 Years
StatisticRSEFXCategory
Alpha (against Standard Index)9.889.10
Beta (against Standard Index)0.600.95
Mean Annual Return10.770.80
R-squared (against Standard Index)4764.80
Standard Deviation14.0919.04
Sharpe Ratio0.59N/A
Treynor Ratio12.94N/A

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