Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 6, 2009, 11:44PM ET - U.S. Markets Closed.
Dow
0.22%
Nasdaq
0.98%
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 Global Equity (TRGSX)
On
Dec 4
:
8.75
0.03
(0.34%)
MORE ON TRGSX
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:
High
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
19.96%
Worst 1 Yr Total Return
(2008)
:
-53.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRGSX
Category
Alpha (against Standard Index)
0.31
-0.56
Beta (against Standard Index)
1.13
0.91
Mean Annual Return
-6.98
-0.21
R-squared (against Standard Index)
88
90.41
Standard Deviation
28.89
22.89
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-8.30
N/A
5 Years
Statistic
TRGSX
Category
Alpha (against Standard Index)
N/A
-1.40
Beta (against Standard Index)
N/A
0.90
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
89.02
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
TRGSX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
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