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Tuesday, December 8, 2009, 11:38PM ET - U.S. Markets Closed. Dow Down 1.00% Nasdaq Down 0.76%
Royce Total Return Svc (RYTFX)On Dec 8: 10.45  Down 0.09 (0.85%)  
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Risk  As of 31-Oct-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):17.38%
Worst 1 Yr Total Return (2008):-31.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYTFXCategory
Alpha (against Standard Index)2.181.78
Beta (against Standard Index)1.031.18
Mean Annual Return-5.48-0.41
R-squared (against Standard Index)9285.71
Standard Deviation20.9724.90
Sharpe Ratio-0.28N/A
Treynor Ratio-7.64N/A
5 Years
StatisticRYTFXCategory
Alpha (against Standard Index)1.961.92
Beta (against Standard Index)1.051.20
Mean Annual Return1.970.27
R-squared (against Standard Index)9082.80
Standard Deviation17.5621.07
Sharpe Ratio0.03N/A
Treynor Ratio-1.00N/A
10 Years
StatisticRYTFXCategory
Alpha (against Standard Index)7.919.10
Beta (against Standard Index)0.790.95
Mean Annual Return7.920.80
R-squared (against Standard Index)6964.80
Standard Deviation15.1919.04
Sharpe Ratio0.39N/A
Treynor Ratio6.29N/A

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