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T. Rowe Price Mid-Cap Value (TRMCX)
On
Dec 4
:
20.52
0.25
(1.23%)
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
20.56%
Worst 1 Yr Total Return
(2008)
:
-34.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRMCX
Category
Alpha (against Standard Index)
5.82
2.32
Beta (against Standard Index)
1.09
1.15
Mean Annual Return
-2.66
-0.35
R-squared (against Standard Index)
91
90.18
Standard Deviation
22.27
23.68
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.65
N/A
5 Years
Statistic
TRMCX
Category
Alpha (against Standard Index)
4.52
2.22
Beta (against Standard Index)
1.09
1.16
Mean Annual Return
4.44
0.30
R-squared (against Standard Index)
91
89.12
Standard Deviation
18.20
19.61
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.30
N/A
10 Years
Statistic
TRMCX
Category
Alpha (against Standard Index)
10.16
7.83
Beta (against Standard Index)
0.93
0.94
Mean Annual Return
9.67
0.70
R-squared (against Standard Index)
79
72.23
Standard Deviation
16.90
17.96
Sharpe Ratio
0.46
N/A
Treynor Ratio
7.18
N/A
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