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Russell LifePoints Cnsrv Strat C (RCLCX)
On
Dec 4
:
9.91
0.01
(0.10%)
MORE ON RCLCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.58%
Worst 1 Yr Total Return
(2008)
:
-16.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RCLCX
Category
Alpha (against Standard Index)
-0.21
-0.86
Beta (against Standard Index)
0.61
0.74
Mean Annual Return
1.19
0.06
R-squared (against Standard Index)
88
86.33
Standard Deviation
8.52
10.51
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-2.00
N/A
5 Years
Statistic
RCLCX
Category
Alpha (against Standard Index)
-1.71
-1.44
Beta (against Standard Index)
0.58
0.71
Mean Annual Return
2.33
0.26
R-squared (against Standard Index)
85
84.96
Standard Deviation
6.70
8.32
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.21
N/A
10 Years
Statistic
RCLCX
Category
Alpha (against Standard Index)
-0.61
-1.02
Beta (against Standard Index)
0.45
0.71
Mean Annual Return
3.24
0.29
R-squared (against Standard Index)
75
78.75
Standard Deviation
5.15
8.01
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.59
N/A
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