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Royce Financial Services Svc (RYFSX)
On
Dec 18
:
5.48
0.03
(0.55%)
MORE ON RYFSX
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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)
:
24.77%
Worst 1 Yr Total Return
(2008)
:
-35.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYFSX
Category
Alpha (against Standard Index)
0.85
-6.82
Beta (against Standard Index)
1.13
1.25
Mean Annual Return
-6.65
-1.03
R-squared (against Standard Index)
86
74.94
Standard Deviation
24.25
28.68
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.87
N/A
5 Years
Statistic
RYFSX
Category
Alpha (against Standard Index)
3.07
-5.00
Beta (against Standard Index)
1.12
1.23
Mean Annual Return
3.11
-0.27
R-squared (against Standard Index)
84
72.88
Standard Deviation
19.53
23.25
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.11
N/A
10 Years
Statistic
RYFSX
Category
Alpha (against Standard Index)
N/A
3.88
Beta (against Standard Index)
N/A
0.91
Mean Annual Return
N/A
0.40
R-squared (against Standard Index)
N/A
54.16
Standard Deviation
N/A
20.04
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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