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RS Smaller Company Growth A (RSSGX)
On
Dec 8
:
14.05
0.08
(0.57%)
MORE ON RSSGX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
15.38%
Worst 1 Yr Total Return
(2008)
:
-48.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSSGX
Category
Alpha (against Standard Index)
-3.61
1.71
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-11.77
-0.40
R-squared (against Standard Index)
83
85.55
Standard Deviation
23.45
24.28
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-12.97
N/A
5 Years
Statistic
RSSGX
Category
Alpha (against Standard Index)
-3.17
1.12
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
-3.78
0.21
R-squared (against Standard Index)
79
81.02
Standard Deviation
20.38
21.15
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-5.97
N/A
10 Years
Statistic
RSSGX
Category
Alpha (against Standard Index)
6.18
5.25
Beta (against Standard Index)
1.20
1.18
Mean Annual Return
2.48
0.43
R-squared (against Standard Index)
51
56.73
Standard Deviation
26.97
25.52
Sharpe Ratio
0.12
N/A
Treynor Ratio
-0.41
N/A
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