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RS Partners Y (RSPYX)
On
Dec 2
:
24.89
0.08
(0.32%)
MORE ON RSPYX
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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)
:
-38.52%
Worst 1 Yr Total Return
(2008)
:
-38.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSPYX
Category
Alpha (against Standard Index)
2.76
1.01
Beta (against Standard Index)
1.15
1.19
Mean Annual Return
-6.53
-0.48
R-squared (against Standard Index)
85
87.23
Standard Deviation
24.20
24.84
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.81
N/A
5 Years
Statistic
RSPYX
Category
Alpha (against Standard Index)
2.88
1.42
Beta (against Standard Index)
1.16
1.21
Mean Annual Return
2.14
0.23
R-squared (against Standard Index)
80
84.16
Standard Deviation
20.48
21.07
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.77
N/A
10 Years
Statistic
RSPYX
Category
Alpha (against Standard Index)
13.92
7.80
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
13.46
0.68
R-squared (against Standard Index)
57
64.84
Standard Deviation
19.09
20.31
Sharpe Ratio
0.61
N/A
Treynor Ratio
11.73
N/A
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