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Royce Premier Invmt (RYPRX)
On
Dec 4
:
15.94
0.15
(0.95%)
MORE ON RYPRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.82%
Worst 1 Yr Total Return
(2008)
:
-28.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYPRX
Category
Alpha (against Standard Index)
9.50
2.78
Beta (against Standard Index)
1.11
1.14
Mean Annual Return
0.66
-0.31
R-squared (against Standard Index)
87
88.48
Standard Deviation
23.13
23.83
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.59
N/A
5 Years
Statistic
RYPRX
Category
Alpha (against Standard Index)
6.59
2.11
Beta (against Standard Index)
1.12
1.17
Mean Annual Return
6.27
0.29
R-squared (against Standard Index)
82
86.78
Standard Deviation
19.69
20.06
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.89
N/A
10 Years
Statistic
RYPRX
Category
Alpha (against Standard Index)
11.35
6.25
Beta (against Standard Index)
0.92
1.05
Mean Annual Return
10.84
0.54
R-squared (against Standard Index)
70
72.80
Standard Deviation
17.69
19.97
Sharpe Ratio
0.51
N/A
Treynor Ratio
8.57
N/A
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