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Royce Value Svc (RYVFX)
On
Dec 4
:
9.79
0.03
(0.31%)
MORE ON RYVFX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
30.94%
Worst 1 Yr Total Return
(2008)
:
-34.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RYVFX
Category
Alpha (against Standard Index)
8.65
1.01
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
-1.82
-0.48
R-squared (against Standard Index)
78
87.23
Standard Deviation
26.51
24.84
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.54
N/A
5 Years
Statistic
RYVFX
Category
Alpha (against Standard Index)
7.76
1.42
Beta (against Standard Index)
1.24
1.21
Mean Annual Return
6.60
0.23
R-squared (against Standard Index)
75
84.16
Standard Deviation
22.69
21.07
Sharpe Ratio
0.27
N/A
Treynor Ratio
2.88
N/A
10 Years
Statistic
RYVFX
Category
Alpha (against Standard Index)
N/A
7.80
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.68
R-squared (against Standard Index)
N/A
64.84
Standard Deviation
N/A
20.31
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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