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Royce Discovery Svc (RYDFX)
On
Dec 18
:
4.28
0.05
(1.18%)
MORE ON RYDFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.84%
Worst 1 Yr Total Return
(2008)
:
-35.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYDFX
Category
Alpha (against Standard Index)
-3.62
-0.48
Beta (against Standard Index)
1.07
1.16
Mean Annual Return
-10.25
-0.45
R-squared (against Standard Index)
80
86.39
Standard Deviation
23.56
24.75
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.75
N/A
5 Years
Statistic
RYDFX
Category
Alpha (against Standard Index)
-1.55
0.00
Beta (against Standard Index)
1.10
1.17
Mean Annual Return
-1.59
0.16
R-squared (against Standard Index)
79
83.41
Standard Deviation
19.78
20.64
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.17
N/A
10 Years
Statistic
RYDFX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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