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Royce Total Return Invmt (RYTRX)
On
Dec 24
:
10.92
0.07
(0.65%)
MORE ON RYTRX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
RYTRX
Category
Alpha (against Standard Index)
0.99
-0.48
Beta (against Standard Index)
1.02
1.16
Mean Annual Return
-5.19
-0.45
R-squared (against Standard Index)
92
86.39
Standard Deviation
21.06
24.75
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.33
N/A
5 Years
Statistic
RYTRX
Category
Alpha (against Standard Index)
1.01
0.00
Beta (against Standard Index)
1.03
1.17
Mean Annual Return
1.47
0.16
R-squared (against Standard Index)
90
83.41
Standard Deviation
17.42
20.64
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.47
N/A
10 Years
Statistic
RYTRX
Category
Alpha (against Standard Index)
7.87
7.16
Beta (against Standard Index)
0.78
1.00
Mean Annual Return
8.21
0.66
R-squared (against Standard Index)
69
64.42
Standard Deviation
15.23
20.26
Sharpe Ratio
0.41
N/A
Treynor Ratio
6.74
N/A
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