Ratings & Risk for Royce 100 Invmt (ROHHX)

Morningstar Category: Small Growth
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Average
    		217
    5-Year High Average
    		192
    10-Year — — — 139
    Overall High Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 23.46 0.29 0.04
    5-Year 20.24 0.79 0.32
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 88.36 1.16 12.72
    3-Year 91.23 1.15 9.90
    5-Year 86.53 1.18 8.08
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009