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Russell LifePoints Bal Strat E (RBLEX)
On
Jan 6
:
9.66
0.02
(0.21%)
MORE ON RBLEX
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Research Reports
Risk
As of 30-Nov-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)
:
12.84%
Worst 1 Yr Total Return
(2008)
:
-29.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RBLEX
Category
Alpha (against Standard Index)
-2.67
-2.96
Beta (against Standard Index)
1.18
1.07
Mean Annual Return
-2.11
-0.09
R-squared (against Standard Index)
97
93.10
Standard Deviation
15.89
14.78
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-3.70
N/A
5 Years
Statistic
RBLEX
Category
Alpha (against Standard Index)
-1.99
-2.53
Beta (against Standard Index)
1.17
1.06
Mean Annual Return
2.92
0.24
R-squared (against Standard Index)
97
92.17
Standard Deviation
12.81
11.94
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.06
N/A
10 Years
Statistic
RBLEX
Category
Alpha (against Standard Index)
-1.49
-2.27
Beta (against Standard Index)
1.08
1.06
Mean Annual Return
3.50
0.27
R-squared (against Standard Index)
96
86.88
Standard Deviation
10.96
11.38
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.53
N/A
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