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RS Global Natural Resources A (RSNRX)
On
Nov 30
:
28.84
0.04
(0.14%)
MORE ON RSNRX
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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
(2005)
:
42.23%
Worst 1 Yr Total Return
(2008)
:
-46.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSNRX
Category
Alpha (against Standard Index)
10.46
9.84
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
-1.27
0.30
R-squared (against Standard Index)
58
49.03
Standard Deviation
30.74
31.65
Sharpe Ratio
0.04
N/A
Treynor Ratio
-3.07
N/A
5 Years
Statistic
RSNRX
Category
Alpha (against Standard Index)
12.10
10.78
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
9.96
1.02
R-squared (against Standard Index)
50
43.88
Standard Deviation
27.55
28.35
Sharpe Ratio
0.38
N/A
Treynor Ratio
5.64
N/A
10 Years
Statistic
RSNRX
Category
Alpha (against Standard Index)
16.20
13.33
Beta (against Standard Index)
0.85
0.90
Mean Annual Return
14.90
1.16
R-squared (against Standard Index)
32
35.23
Standard Deviation
24.16
25.46
Sharpe Ratio
0.58
N/A
Treynor Ratio
14.05
N/A
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