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T. Rowe Price Instl Large Cap Growth (TRLGX)
On
Dec 1
:
13.78
0.17
(1.25%)
MORE ON TRLGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
11.09%
Worst 1 Yr Total Return
(2008)
:
-40.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRLGX
Category
Alpha (against Standard Index)
5.66
2.45
Beta (against Standard Index)
1.05
1.00
Mean Annual Return
-2.50
-0.24
R-squared (against Standard Index)
87
88.47
Standard Deviation
22.04
20.84
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.67
N/A
5 Years
Statistic
TRLGX
Category
Alpha (against Standard Index)
2.22
0.94
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
2.13
0.21
R-squared (against Standard Index)
83
86.37
Standard Deviation
18.16
17.46
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.85
N/A
10 Years
Statistic
TRLGX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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