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Reaves Select Research Instl (RSRFX)
On
Dec 4
:
7.08
0.00
(0.00%)
MORE ON RSRFX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.77%
Worst 1 Yr Total Return
(2008)
:
-40.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSRFX
Category
Alpha (against Standard Index)
0.77
1.16
Beta (against Standard Index)
0.89
0.74
Mean Annual Return
-5.70
-0.18
R-squared (against Standard Index)
74
63.09
Standard Deviation
20.35
18.35
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-9.08
N/A
5 Years
Statistic
RSRFX
Category
Alpha (against Standard Index)
N/A
4.46
Beta (against Standard Index)
N/A
0.73
Mean Annual Return
N/A
0.54
R-squared (against Standard Index)
N/A
57.19
Standard Deviation
N/A
15.42
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RSRFX
Category
Alpha (against Standard Index)
N/A
3.00
Beta (against Standard Index)
N/A
0.67
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
47.68
Standard Deviation
N/A
15.77
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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