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RS Small Cap Growth A (RSEGX)
On
Nov 27
:
29.97
0.63
(2.06%)
MORE ON RSEGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.16%
Worst 1 Yr Total Return
(2008)
:
-45.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSEGX
Category
Alpha (against Standard Index)
1.99
1.71
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
-6.86
-0.40
R-squared (against Standard Index)
80
85.55
Standard Deviation
24.10
24.28
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-8.40
N/A
5 Years
Statistic
RSEGX
Category
Alpha (against Standard Index)
0.33
1.12
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
-0.53
0.21
R-squared (against Standard Index)
76
81.02
Standard Deviation
21.12
21.15
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.06
N/A
10 Years
Statistic
RSEGX
Category
Alpha (against Standard Index)
2.05
5.25
Beta (against Standard Index)
1.34
1.18
Mean Annual Return
-3.45
0.43
R-squared (against Standard Index)
45
56.73
Standard Deviation
32.19
25.52
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-4.79
N/A
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