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RS S&P 500 Index K (RSPIX)
On
Dec 2
:
7.57
0.00
(0.00%)
MORE ON RSPIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
14.76%
Worst 1 Yr Total Return
(2008)
:
-37.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSPIX
Category
Alpha (against Standard Index)
-0.90
0.38
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-7.79
-0.41
R-squared (against Standard Index)
99
95.50
Standard Deviation
19.45
20.09
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-10.27
N/A
5 Years
Statistic
RSPIX
Category
Alpha (against Standard Index)
-0.88
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-0.52
0.16
R-squared (against Standard Index)
99
94.84
Standard Deviation
15.84
16.47
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.57
N/A
10 Years
Statistic
RSPIX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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