Ratings & Risk for Royce 100 R (ROHRX)

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 23.41 0.25 0.03
    5-Year 20.21 0.76 0.30
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 88.24 1.16 12.15
    3-Year 91.19 1.14 9.46
    5-Year 86.49 1.18 7.72
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009