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RBC Mid Cap Growth C (TMCCX)
On
Dec 22
:
8.90
0.08
(0.91%)
MORE ON TMCCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
12.12%
Worst 1 Yr Total Return
(2008)
:
-42.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMCCX
Category
Alpha (against Standard Index)
-2.82
2.05
Beta (against Standard Index)
0.95
1.08
Mean Annual Return
-8.33
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
20.49
23.41
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-11.11
N/A
5 Years
Statistic
TMCCX
Category
Alpha (against Standard Index)
-2.44
1.56
Beta (against Standard Index)
0.98
1.11
Mean Annual Return
-1.99
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
17.64
19.91
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-5.06
N/A
10 Years
Statistic
TMCCX
Category
Alpha (against Standard Index)
2.66
3.33
Beta (against Standard Index)
0.97
1.11
Mean Annual Return
1.84
0.32
R-squared (against Standard Index)
77
61.70
Standard Deviation
18.00
23.38
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.11
N/A
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