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RS Mid Cap Growth K (RSMKX)
On
Dec 2
:
8.45
0.03
(0.36%)
MORE ON RSMKX
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Research Reports
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)
:
16.97%
Worst 1 Yr Total Return
(2008)
:
-52.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSMKX
Category
Alpha (against Standard Index)
-3.21
3.31
Beta (against Standard Index)
1.07
1.09
Mean Annual Return
-11.20
-0.23
R-squared (against Standard Index)
82
84.23
Standard Deviation
23.10
23.37
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-12.76
N/A
5 Years
Statistic
RSMKX
Category
Alpha (against Standard Index)
-1.91
2.25
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
-2.47
0.31
R-squared (against Standard Index)
78
81.04
Standard Deviation
19.99
20.00
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.96
N/A
10 Years
Statistic
RSMKX
Category
Alpha (against Standard Index)
2.44
4.42
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
0.05
0.37
R-squared (against Standard Index)
64
60.91
Standard Deviation
22.20
23.71
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.65
N/A
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