Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 8, 2009, 7:27PM ET - U.S. Markets Closed.
Dow
1.00%
Nasdaq
0.76%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
T. Rowe Price Instl Large Cap Value (TILCX)
On
Dec 8
:
11.38
0.14
(1.22%)
MORE ON TILCX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.94%
Worst 1 Yr Total Return
(2008)
:
-36.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TILCX
Category
Alpha (against Standard Index)
0.93
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-6.94
-0.55
R-squared (against Standard Index)
98
94.27
Standard Deviation
21.11
20.65
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.75
N/A
5 Years
Statistic
TILCX
Category
Alpha (against Standard Index)
1.12
0.04
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
1.20
0.14
R-squared (against Standard Index)
97
93.13
Standard Deviation
17.05
16.85
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-1.73
N/A
10 Years
Statistic
TILCX
Category
Alpha (against Standard Index)
N/A
2.54
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
80.76
Standard Deviation
N/A
15.89
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center