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RS Partners K (RSPKX)
On
Dec 2
:
24.63
0.09
(0.37%)
MORE ON RSPKX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-4.22%
Worst 1 Yr Total Return
(2008)
:
-38.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSPKX
Category
Alpha (against Standard Index)
2.17
1.01
Beta (against Standard Index)
1.15
1.19
Mean Annual Return
-7.08
-0.48
R-squared (against Standard Index)
85
87.23
Standard Deviation
24.20
24.84
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-8.29
N/A
5 Years
Statistic
RSPKX
Category
Alpha (against Standard Index)
2.37
1.42
Beta (against Standard Index)
1.16
1.21
Mean Annual Return
1.61
0.23
R-squared (against Standard Index)
80
84.16
Standard Deviation
20.48
21.07
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.22
N/A
10 Years
Statistic
RSPKX
Category
Alpha (against Standard Index)
13.46
7.80
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
12.94
0.68
R-squared (against Standard Index)
57
64.84
Standard Deviation
19.09
20.31
Sharpe Ratio
0.58
N/A
Treynor Ratio
11.15
N/A
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