Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 6, 2009, 12:47PM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Royce Opportunity Invmt (RYPNX)
On
Dec 4
:
8.57
0.21
(2.51%)
MORE ON RYPNX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
18.76%
Worst 1 Yr Total Return
(2008)
:
-45.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYPNX
Category
Alpha (against Standard Index)
7.29
1.78
Beta (against Standard Index)
1.55
1.18
Mean Annual Return
-7.30
-0.41
R-squared (against Standard Index)
85
85.71
Standard Deviation
32.63
24.90
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-6.28
N/A
5 Years
Statistic
RYPNX
Category
Alpha (against Standard Index)
4.61
1.92
Beta (against Standard Index)
1.57
1.20
Mean Annual Return
1.75
0.27
R-squared (against Standard Index)
83
82.80
Standard Deviation
27.26
21.07
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.81
N/A
10 Years
Statistic
RYPNX
Category
Alpha (against Standard Index)
13.36
9.10
Beta (against Standard Index)
1.30
0.95
Mean Annual Return
10.18
0.80
R-squared (against Standard Index)
68
64.80
Standard Deviation
25.29
19.04
Sharpe Ratio
0.40
N/A
Treynor Ratio
5.56
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center