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RS Small Cap Growth K (RSEKX)
On
Dec 1
:
30.00
0.62
(2.11%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
13.18%
Worst 1 Yr Total Return
(2008)
:
-46.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSEKX
Category
Alpha (against Standard Index)
1.31
1.71
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-7.53
-0.40
R-squared (against Standard Index)
80
85.55
Standard Deviation
24.14
24.28
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.99
N/A
5 Years
Statistic
RSEKX
Category
Alpha (against Standard Index)
-0.25
1.12
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
-1.11
0.21
R-squared (against Standard Index)
77
81.02
Standard Deviation
21.15
21.15
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.55
N/A
10 Years
Statistic
RSEKX
Category
Alpha (against Standard Index)
1.56
5.25
Beta (against Standard Index)
1.34
1.18
Mean Annual Return
-3.93
0.43
R-squared (against Standard Index)
45
56.73
Standard Deviation
32.19
25.52
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-5.15
N/A
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