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Monday, December 21, 2009, 3:08PM ET - U.S. Markets close in 52 mins.. Dow Up 0.88% Nasdaq Up 1.17%
Royce Discovery Svc (RYDFX)On Dec 18: 4.28  Up 0.05 (1.18%)  
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Risk  As of 30-Nov-09Get 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
StatisticRYDFXCategory
Alpha (against Standard Index)-3.62-0.48
Beta (against Standard Index)1.071.16
Mean Annual Return-10.25-0.45
R-squared (against Standard Index)8086.39
Standard Deviation23.5624.75
Sharpe Ratio-0.43N/A
Treynor Ratio-11.75N/A
5 Years
StatisticRYDFXCategory
Alpha (against Standard Index)-1.550.00
Beta (against Standard Index)1.101.17
Mean Annual Return-1.590.16
R-squared (against Standard Index)7983.41
Standard Deviation19.7820.64
Sharpe Ratio-0.13N/A
Treynor Ratio-4.17N/A
10 Years
StatisticRYDFXCategory
Alpha (against Standard Index)N/A7.16
Beta (against Standard Index)N/A1.00
Mean Annual ReturnN/A0.66
R-squared (against Standard Index)N/A64.42
Standard DeviationN/A20.26
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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