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T. Rowe Price Retirement 2040 (TRRDX)
On
Dec 24
:
15.25
0.07
(0.46%)
MORE ON TRRDX
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
16.24%
Worst 1 Yr Total Return
(2008)
:
-38.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRRDX
Category
Alpha (against Standard Index)
-2.91
-5.07
Beta (against Standard Index)
1.56
1.53
Mean Annual Return
-3.42
-0.28
R-squared (against Standard Index)
97
97.22
Standard Deviation
21.05
20.65
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-3.65
N/A
5 Years
Statistic
TRRDX
Category
Alpha (against Standard Index)
-2.23
-3.93
Beta (against Standard Index)
1.54
1.51
Mean Annual Return
2.90
0.21
R-squared (against Standard Index)
96
96.68
Standard Deviation
16.98
16.57
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.06
N/A
10 Years
Statistic
TRRDX
Category
Alpha (against Standard Index)
N/A
-5.64
Beta (against Standard Index)
N/A
1.57
Mean Annual Return
N/A
0.09
R-squared (against Standard Index)
N/A
96.15
Standard Deviation
N/A
15.99
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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