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RS Partners A (RSPFX)
On
Dec 4
:
24.81
0.32
(1.31%)
MORE ON RSPFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
31.81%
Worst 1 Yr Total Return
(2008)
:
-38.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSPFX
Category
Alpha (against Standard Index)
2.53
1.01
Beta (against Standard Index)
1.15
1.19
Mean Annual Return
-6.75
-0.48
R-squared (against Standard Index)
85
87.23
Standard Deviation
24.22
24.84
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-8.00
N/A
5 Years
Statistic
RSPFX
Category
Alpha (against Standard Index)
2.74
1.42
Beta (against Standard Index)
1.16
1.21
Mean Annual Return
1.99
0.23
R-squared (against Standard Index)
80
84.16
Standard Deviation
20.50
21.07
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.89
N/A
10 Years
Statistic
RSPFX
Category
Alpha (against Standard Index)
13.85
7.80
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
13.38
0.68
R-squared (against Standard Index)
57
64.84
Standard Deviation
19.11
20.31
Sharpe Ratio
0.60
N/A
Treynor Ratio
11.63
N/A
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