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RS Technology A (RSIFX)
On
Dec 1
:
13.97
0.24
(1.75%)
MORE ON RSIFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
22.25%
Worst 1 Yr Total Return
(2008)
:
-50.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSIFX
Category
Alpha (against Standard Index)
11.13
7.86
Beta (against Standard Index)
1.30
1.14
Mean Annual Return
-0.94
0.12
R-squared (against Standard Index)
74
78.24
Standard Deviation
29.51
25.36
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.57
N/A
5 Years
Statistic
RSIFX
Category
Alpha (against Standard Index)
4.73
3.75
Beta (against Standard Index)
1.36
1.19
Mean Annual Return
2.54
0.43
R-squared (against Standard Index)
70
73.64
Standard Deviation
25.75
22.22
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.35
N/A
10 Years
Statistic
RSIFX
Category
Alpha (against Standard Index)
6.07
2.22
Beta (against Standard Index)
1.78
1.56
Mean Annual Return
-2.07
0.10
R-squared (against Standard Index)
62
57.55
Standard Deviation
36.12
33.23
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.84
N/A
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