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Russell LifePoints Bal Strat R3 (RBLDX)
On
Dec 8
:
9.48
0.07
(0.73%)
MORE ON RBLDX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.66%
Worst 1 Yr Total Return
(2008)
:
-30.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RBLDX
Category
Alpha (against Standard Index)
-2.71
-2.88
Beta (against Standard Index)
1.19
1.08
Mean Annual Return
-2.76
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
15.79
14.69
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.37
N/A
5 Years
Statistic
RBLDX
Category
Alpha (against Standard Index)
-2.14
-2.47
Beta (against Standard Index)
1.17
1.06
Mean Annual Return
2.58
0.23
R-squared (against Standard Index)
97
92.52
Standard Deviation
12.76
11.89
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
RBLDX
Category
Alpha (against Standard Index)
-1.69
-2.17
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
3.09
0.26
R-squared (against Standard Index)
96
86.72
Standard Deviation
10.93
11.31
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.11
N/A
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