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T. Rowe Price Mid-Cap Value Adv (TAMVX)
On
Dec 30
:
20.83
0.03
(0.14%)
MORE ON TAMVX
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Research Reports
Risk
As of 30-Nov-09
Get
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)
:
20.24%
Worst 1 Yr Total Return
(2008)
:
-34.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TAMVX
Category
Alpha (against Standard Index)
4.62
0.96
Beta (against Standard Index)
1.08
1.15
Mean Annual Return
-2.31
-0.33
R-squared (against Standard Index)
91
89.96
Standard Deviation
22.37
24.07
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.24
N/A
5 Years
Statistic
TAMVX
Category
Alpha (against Standard Index)
3.72
1.28
Beta (against Standard Index)
1.08
1.16
Mean Annual Return
4.07
0.26
R-squared (against Standard Index)
91
88.97
Standard Deviation
18.15
19.80
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.00
N/A
10 Years
Statistic
TAMVX
Category
Alpha (against Standard Index)
10.18
7.57
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
10.08
0.70
R-squared (against Standard Index)
79
72.92
Standard Deviation
16.93
18.20
Sharpe Ratio
0.48
N/A
Treynor Ratio
7.68
N/A
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