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Royce Low Priced Stock Svc (RYLPX)
On
Dec 4
:
13.60
0.08
(0.59%)
MORE ON RYLPX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.97%
Worst 1 Yr Total Return
(2008)
:
-35.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYLPX
Category
Alpha (against Standard Index)
8.77
1.01
Beta (against Standard Index)
1.24
1.19
Mean Annual Return
-2.00
-0.48
R-squared (against Standard Index)
81
87.23
Standard Deviation
26.69
24.84
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-3.57
N/A
5 Years
Statistic
RYLPX
Category
Alpha (against Standard Index)
6.15
1.42
Beta (against Standard Index)
1.26
1.21
Mean Annual Return
4.89
0.23
R-squared (against Standard Index)
77
84.16
Standard Deviation
22.71
21.07
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.49
N/A
10 Years
Statistic
RYLPX
Category
Alpha (against Standard Index)
13.72
7.80
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
11.94
0.68
R-squared (against Standard Index)
66
64.84
Standard Deviation
22.04
20.31
Sharpe Ratio
0.49
N/A
Treynor Ratio
8.10
N/A
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