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Russell LifePoints Growth Strategy E (RALEX)
On
Dec 1
:
8.92
0.12
(1.36%)
MORE ON RALEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.59%
Worst 1 Yr Total Return
(2008)
:
-36.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RALEX
Category
Alpha (against Standard Index)
-4.19
-2.88
Beta (against Standard Index)
1.46
1.08
Mean Annual Return
-5.08
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
19.38
14.69
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-5.15
N/A
5 Years
Statistic
RALEX
Category
Alpha (against Standard Index)
-2.68
-2.47
Beta (against Standard Index)
1.45
1.06
Mean Annual Return
2.18
0.23
R-squared (against Standard Index)
97
92.52
Standard Deviation
15.79
11.89
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.58
N/A
10 Years
Statistic
RALEX
Category
Alpha (against Standard Index)
-2.83
-2.17
Beta (against Standard Index)
1.41
1.05
Mean Annual Return
2.23
0.26
R-squared (against Standard Index)
97
86.72
Standard Deviation
14.22
11.31
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.52
N/A
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