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T. Rowe Price Personal Strat Growth (TRSGX)
On
Dec 28
:
20.31
0.01
(0.05%)
MORE ON TRSGX
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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)
:
14.99%
Worst 1 Yr Total Return
(2008)
:
-37.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRSGX
Category
Alpha (against Standard Index)
3.08
0.06
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-2.82
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
20.07
20.42
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.14
N/A
5 Years
Statistic
TRSGX
Category
Alpha (against Standard Index)
2.05
0.04
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
2.79
0.17
R-squared (against Standard Index)
96
95.19
Standard Deviation
16.15
16.64
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.20
N/A
10 Years
Statistic
TRSGX
Category
Alpha (against Standard Index)
3.89
0.81
Beta (against Standard Index)
0.84
0.96
Mean Annual Return
4.04
0.14
R-squared (against Standard Index)
91
91.13
Standard Deviation
14.20
16.39
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.34
N/A
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