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Sunday, December 20, 2009, 7:30AM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Royce Total Return R (RTRRX)On Dec 18: 10.70  Up 0.06 (0.56%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:
Number of Years Up:0
Number of Years Down:1
Best 1 Yr Total Return (2008):-31.67%
Worst 1 Yr Total Return (2008):-31.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRTRRXCategory
Alpha (against Standard Index)0.26-0.48
Beta (against Standard Index)1.021.16
Mean Annual Return-5.87-0.45
R-squared (against Standard Index)9286.39
Standard Deviation21.0424.75
Sharpe Ratio-0.29N/A
Treynor Ratio-8.01N/A
5 Years
StatisticRTRRXCategory
Alpha (against Standard Index)0.380.00
Beta (against Standard Index)1.031.17
Mean Annual Return0.830.16
R-squared (against Standard Index)9083.41
Standard Deviation17.4220.64
Sharpe Ratio-0.03N/A
Treynor Ratio-2.10N/A
10 Years
StatisticRTRRXCategory
Alpha (against Standard Index)7.307.16
Beta (against Standard Index)0.781.00
Mean Annual Return7.590.66
R-squared (against Standard Index)6964.42
Standard Deviation15.2220.26
Sharpe Ratio0.37N/A
Treynor Ratio5.97N/A

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