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    Russell Global Equity A (RGEAX)

    10.47 Down 0.07(0.66%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):36.65%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.08%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticRGEAXCategory
    Alpha (against Standard Index)5.054.44
    Beta (against Standard Index)0.850.80
    Mean Annual Return0.620.56
    R-squared (against Standard Index)85.2179.83
    Standard Deviation12.1811.96
    Sharpe Ratio0.610.56
    Treynor Ratio8.147.87
    5 Years
    StatisticRGEAXCategory
    Alpha (against Standard Index)5.565.33
    Beta (against Standard Index)0.870.81
    Mean Annual Return0.780.74
    R-squared (against Standard Index)88.7782.84
    Standard Deviation13.9913.56
    Sharpe Ratio0.660.66
    Treynor Ratio9.9810.36
    10 Years
    StatisticRGEAXCategory
    Alpha (against Standard Index)N/A2.61
    Beta (against Standard Index)N/A0.85
    Mean Annual ReturnN/A0.50
    R-squared (against Standard Index)N/A87.87
    Standard DeviationN/A17.34
    Sharpe RatioN/A0.30
    Treynor RatioN/A4.52