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RS Small Cap Growth Y (RSYEX)
On
Dec 3
:
31.08
0.18
(0.58%)
MORE ON RSYEX
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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)
:
-45.42%
Worst 1 Yr Total Return
(2008)
:
-45.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSYEX
Category
Alpha (against Standard Index)
2.28
1.71
Beta (against Standard Index)
1.11
1.15
Mean Annual Return
-6.60
-0.40
R-squared (against Standard Index)
80
85.55
Standard Deviation
24.12
24.28
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-8.16
N/A
5 Years
Statistic
RSYEX
Category
Alpha (against Standard Index)
0.50
1.12
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
-0.36
0.21
R-squared (against Standard Index)
76
81.02
Standard Deviation
21.13
21.15
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.91
N/A
10 Years
Statistic
RSYEX
Category
Alpha (against Standard Index)
2.14
5.25
Beta (against Standard Index)
1.34
1.18
Mean Annual Return
-3.37
0.43
R-squared (against Standard Index)
45
56.73
Standard Deviation
32.20
25.52
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-4.73
N/A
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