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Sunday, December 27, 2009, 6:20PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Royce Total Return Invmt (RYTRX)On Dec 24: 10.92  Up 0.07 (0.65%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):17.52%
Worst 1 Yr Total Return (2008):-31.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRYTRXCategory
Alpha (against Standard Index)0.99-0.48
Beta (against Standard Index)1.021.16
Mean Annual Return-5.19-0.45
R-squared (against Standard Index)9286.39
Standard Deviation21.0624.75
Sharpe Ratio-0.25N/A
Treynor Ratio-7.33N/A
5 Years
StatisticRYTRXCategory
Alpha (against Standard Index)1.010.00
Beta (against Standard Index)1.031.17
Mean Annual Return1.470.16
R-squared (against Standard Index)9083.41
Standard Deviation17.4220.64
Sharpe Ratio0.00N/A
Treynor Ratio-1.47N/A
10 Years
StatisticRYTRXCategory
Alpha (against Standard Index)7.877.16
Beta (against Standard Index)0.781.00
Mean Annual Return8.210.66
R-squared (against Standard Index)6964.42
Standard Deviation15.2320.26
Sharpe Ratio0.41N/A
Treynor Ratio6.74N/A

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