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RBC Mid Cap Growth I (TMCIX)
On
Jan 5
:
9.90
0.01
(0.10%)
MORE ON TMCIX
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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
(2005)
:
13.14%
Worst 1 Yr Total Return
(2008)
:
-41.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMCIX
Category
Alpha (against Standard Index)
-1.79
2.05
Beta (against Standard Index)
0.96
1.08
Mean Annual Return
-7.39
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
20.54
23.41
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-10.10
N/A
5 Years
Statistic
TMCIX
Category
Alpha (against Standard Index)
-1.40
1.56
Beta (against Standard Index)
0.99
1.11
Mean Annual Return
-0.98
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
17.67
19.91
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.02
N/A
10 Years
Statistic
TMCIX
Category
Alpha (against Standard Index)
3.66
3.33
Beta (against Standard Index)
0.97
1.11
Mean Annual Return
2.86
0.32
R-squared (against Standard Index)
77
61.70
Standard Deviation
18.01
23.38
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.06
N/A
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