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Russell LifePoints Growth Strategy R2 (RALTX)
On
Dec 18
:
8.88
0.02
(0.23%)
MORE ON RALTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
6.98%
Worst 1 Yr Total Return
(2008)
:
-36.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RALTX
Category
Alpha (against Standard Index)
-4.41
-2.96
Beta (against Standard Index)
1.45
1.07
Mean Annual Return
-4.52
-0.09
R-squared (against Standard Index)
97
93.10
Standard Deviation
19.49
14.78
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.69
N/A
5 Years
Statistic
RALTX
Category
Alpha (against Standard Index)
-2.90
-2.53
Beta (against Standard Index)
1.44
1.06
Mean Annual Return
2.18
0.24
R-squared (against Standard Index)
97
92.17
Standard Deviation
15.79
11.94
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.56
N/A
10 Years
Statistic
RALTX
Category
Alpha (against Standard Index)
-2.96
-2.27
Beta (against Standard Index)
1.41
1.06
Mean Annual Return
2.37
0.27
R-squared (against Standard Index)
97
86.88
Standard Deviation
14.25
11.38
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.39
N/A
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