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T. Rowe Price Real Estate (TRREX)
On
Dec 24
:
14.24
0.19
(1.35%)
MORE ON TRREX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
36.82%
Worst 1 Yr Total Return
(2008)
:
-39.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRREX
Category
Alpha (against Standard Index)
-0.43
-1.50
Beta (against Standard Index)
1.69
1.61
Mean Annual Return
-15.92
-0.77
R-squared (against Standard Index)
66
67.75
Standard Deviation
41.25
38.87
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-10.75
N/A
5 Years
Statistic
TRREX
Category
Alpha (against Standard Index)
4.26
2.65
Beta (against Standard Index)
1.67
1.60
Mean Annual Return
-0.03
0.34
R-squared (against Standard Index)
64
66.27
Standard Deviation
33.36
31.51
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.80
N/A
10 Years
Statistic
TRREX
Category
Alpha (against Standard Index)
12.64
11.10
Beta (against Standard Index)
0.92
0.89
Mean Annual Return
10.73
1.01
R-squared (against Standard Index)
34
36.04
Standard Deviation
25.39
24.18
Sharpe Ratio
0.42
N/A
Treynor Ratio
8.46
N/A
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