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Saturday, December 26, 2009, 4:27PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Royce Select I Invmt (RYSFX)On Dec 24: 17.56  Up 0.06 (0.34%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):19.08%
Worst 1 Yr Total Return (2008):-25.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYSFXCategory
Alpha (against Standard Index)9.68-0.48
Beta (against Standard Index)1.011.16
Mean Annual Return3.44-0.45
R-squared (against Standard Index)8986.39
Standard Deviation21.2224.75
Sharpe Ratio0.16N/A
Treynor Ratio1.15N/A
5 Years
StatisticRYSFXCategory
Alpha (against Standard Index)6.710.00
Beta (against Standard Index)1.021.17
Mean Annual Return7.360.16
R-squared (against Standard Index)8683.41
Standard Deviation17.6220.64
Sharpe Ratio0.33N/A
Treynor Ratio4.30N/A
10 Years
StatisticRYSFXCategory
Alpha (against Standard Index)12.877.16
Beta (against Standard Index)1.001.00
Mean Annual Return12.470.66
R-squared (against Standard Index)7364.42
Standard Deviation18.9620.26
Sharpe Ratio0.57N/A
Treynor Ratio9.51N/A

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