Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 6, 2009, 10:17AM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Royce Value Svc (RYVFX)On Dec 4: 9.79  Up 0.03 (0.31%)  
MORE ON RYVFX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticRYVFXCategory
Alpha (against Standard Index)8.651.01
Beta (against Standard Index)1.201.19
Mean Annual Return-1.82-0.48
R-squared (against Standard Index)7887.23
Standard Deviation26.5124.84
Sharpe Ratio-0.02N/A
Treynor Ratio-3.54N/A
5 Years
StatisticRYVFXCategory
Alpha (against Standard Index)7.761.42
Beta (against Standard Index)1.241.21
Mean Annual Return6.600.23
R-squared (against Standard Index)7584.16
Standard Deviation22.6921.07
Sharpe Ratio0.27N/A
Treynor Ratio2.88N/A
10 Years
StatisticRYVFXCategory
Alpha (against Standard Index)N/A7.80
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.68
R-squared (against Standard Index)N/A64.84
Standard DeviationN/A20.31
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center