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T. Rowe Price Instl High Yield (TRHYX)
On
Jan 6
:
9.51
0.04
(0.42%)
MORE ON TRHYX
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Research Reports
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
(2004)
:
10.47%
Worst 1 Yr Total Return
(2008)
:
-21.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRHYX
Category
Alpha (against Standard Index)
-0.64
-3.31
Beta (against Standard Index)
0.99
1.15
Mean Annual Return
4.90
0.30
R-squared (against Standard Index)
10
10.85
Standard Deviation
12.86
15.35
Sharpe Ratio
0.26
N/A
Treynor Ratio
2.65
N/A
5 Years
Statistic
TRHYX
Category
Alpha (against Standard Index)
0.98
-0.58
Beta (against Standard Index)
0.82
0.95
Mean Annual Return
5.57
0.39
R-squared (against Standard Index)
9
9.33
Standard Deviation
10.13
12.17
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.15
N/A
10 Years
Statistic
TRHYX
Category
Alpha (against Standard Index)
N/A
0.41
Beta (against Standard Index)
N/A
0.52
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
3.87
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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