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RS Global Natural Resources K (RSNKX)
On
Dec 8
:
27.83
0.56
(1.97%)
MORE ON RSNKX
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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)
:
31.35%
Worst 1 Yr Total Return
(2008)
:
-47.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSNKX
Category
Alpha (against Standard Index)
9.97
9.84
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
-1.76
0.30
R-squared (against Standard Index)
58
49.03
Standard Deviation
30.75
31.65
Sharpe Ratio
0.02
N/A
Treynor Ratio
-3.48
N/A
5 Years
Statistic
RSNKX
Category
Alpha (against Standard Index)
11.65
10.78
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
9.45
1.02
R-squared (against Standard Index)
50
43.88
Standard Deviation
27.55
28.35
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.23
N/A
10 Years
Statistic
RSNKX
Category
Alpha (against Standard Index)
15.76
13.33
Beta (against Standard Index)
0.85
0.90
Mean Annual Return
14.41
1.16
R-squared (against Standard Index)
32
35.23
Standard Deviation
24.16
25.46
Sharpe Ratio
0.56
N/A
Treynor Ratio
13.47
N/A
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