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Royce Total Return Svc (RYTFX)
On
Dec 8
:
10.45
0.09
(0.85%)
MORE ON RYTFX
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Risk
As of 31-Oct-09
Get
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)
:
17.38%
Worst 1 Yr Total Return
(2008)
:
-31.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYTFX
Category
Alpha (against Standard Index)
2.18
1.78
Beta (against Standard Index)
1.03
1.18
Mean Annual Return
-5.48
-0.41
R-squared (against Standard Index)
92
85.71
Standard Deviation
20.97
24.90
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.64
N/A
5 Years
Statistic
RYTFX
Category
Alpha (against Standard Index)
1.96
1.92
Beta (against Standard Index)
1.05
1.20
Mean Annual Return
1.97
0.27
R-squared (against Standard Index)
90
82.80
Standard Deviation
17.56
21.07
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.00
N/A
10 Years
Statistic
RYTFX
Category
Alpha (against Standard Index)
7.91
9.10
Beta (against Standard Index)
0.79
0.95
Mean Annual Return
7.92
0.80
R-squared (against Standard Index)
69
64.80
Standard Deviation
15.19
19.04
Sharpe Ratio
0.39
N/A
Treynor Ratio
6.29
N/A
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