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RS Global Natural Resources Y (RSNYX)
On
Dec 4
:
29.05
0.30
(1.02%)
MORE ON RSNYX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-46.57%
Worst 1 Yr Total Return
(2008)
:
-46.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSNYX
Category
Alpha (against Standard Index)
10.80
9.84
Beta (against Standard Index)
1.20
1.13
Mean Annual Return
-0.96
0.30
R-squared (against Standard Index)
58
49.03
Standard Deviation
30.83
31.65
Sharpe Ratio
0.05
N/A
Treynor Ratio
-2.82
N/A
5 Years
Statistic
RSNYX
Category
Alpha (against Standard Index)
12.30
10.78
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
10.16
1.02
R-squared (against Standard Index)
50
43.88
Standard Deviation
27.60
28.35
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.81
N/A
10 Years
Statistic
RSNYX
Category
Alpha (against Standard Index)
16.30
13.33
Beta (against Standard Index)
0.85
0.90
Mean Annual Return
15.01
1.16
R-squared (against Standard Index)
32
35.23
Standard Deviation
24.18
25.46
Sharpe Ratio
0.58
N/A
Treynor Ratio
14.18
N/A
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