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RBC Small Cap Core C (TEECX)
On
Dec 24
:
17.24
0.08
(0.47%)
MORE ON TEECX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
3
Best 1 Yr Total Return
(2006)
:
19.43%
Worst 1 Yr Total Return
(2008)
:
-33.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TEECX
Category
Alpha (against Standard Index)
-0.17
-0.48
Beta (against Standard Index)
1.16
1.16
Mean Annual Return
-7.99
-0.45
R-squared (against Standard Index)
85
86.39
Standard Deviation
25.04
24.75
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.82
N/A
5 Years
Statistic
TEECX
Category
Alpha (against Standard Index)
-1.28
0.00
Beta (against Standard Index)
1.19
1.17
Mean Annual Return
-1.69
0.16
R-squared (against Standard Index)
81
83.41
Standard Deviation
21.12
20.64
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.93
N/A
10 Years
Statistic
TEECX
Category
Alpha (against Standard Index)
5.92
7.16
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
5.03
0.66
R-squared (against Standard Index)
70
64.42
Standard Deviation
18.92
20.26
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.15
N/A
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