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RS Smaller Company Growth K (RSSKX)
On
Dec 1
:
13.51
0.29
(2.19%)
MORE ON RSSKX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.36%
Worst 1 Yr Total Return
(2008)
:
-48.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSSKX
Category
Alpha (against Standard Index)
-5.86
1.71
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-13.73
-0.40
R-squared (against Standard Index)
82
85.55
Standard Deviation
23.49
24.28
Sharpe Ratio
-0.61
N/A
Treynor Ratio
-14.83
N/A
5 Years
Statistic
RSSKX
Category
Alpha (against Standard Index)
-4.66
1.12
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
-5.22
0.21
R-squared (against Standard Index)
78
81.02
Standard Deviation
20.44
21.15
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-7.25
N/A
10 Years
Statistic
RSSKX
Category
Alpha (against Standard Index)
5.22
5.25
Beta (against Standard Index)
1.19
1.18
Mean Annual Return
1.51
0.43
R-squared (against Standard Index)
50
56.73
Standard Deviation
27.00
25.52
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.23
N/A
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