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RS Value A (RSVAX)
On
Dec 22
:
20.72
0.18
(0.88%)
MORE ON RSVAX
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Research Reports
Risk
As of 30-Nov-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)
:
29.31%
Worst 1 Yr Total Return
(2008)
:
-41.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSVAX
Category
Alpha (against Standard Index)
1.42
1.45
Beta (against Standard Index)
1.13
1.13
Mean Annual Return
-6.21
-0.27
R-squared (against Standard Index)
85
88.11
Standard Deviation
24.35
23.88
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.50
N/A
5 Years
Statistic
RSVAX
Category
Alpha (against Standard Index)
1.97
1.17
Beta (against Standard Index)
1.12
1.15
Mean Annual Return
1.88
0.26
R-squared (against Standard Index)
83
86.34
Standard Deviation
19.71
19.90
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.99
N/A
10 Years
Statistic
RSVAX
Category
Alpha (against Standard Index)
10.09
5.72
Beta (against Standard Index)
0.87
1.04
Mean Annual Return
9.87
0.53
R-squared (against Standard Index)
62
73.17
Standard Deviation
17.99
19.87
Sharpe Ratio
0.46
N/A
Treynor Ratio
7.94
N/A
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