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Russell LifePoints Cnsrv Strat R2 (RCLTX)On Dec 10: 9.99   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):5.41%
Worst 1 Yr Total Return (2008):-15.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRCLTXCategory
Alpha (against Standard Index)0.50-0.95
Beta (against Standard Index)0.610.74
Mean Annual Return2.180.09
R-squared (against Standard Index)8887.00
Standard Deviation8.5610.61
Sharpe Ratio0.03N/A
Treynor Ratio-0.15N/A
5 Years
StatisticRCLTXCategory
Alpha (against Standard Index)-0.80-1.38
Beta (against Standard Index)0.580.71
Mean Annual Return3.340.27
R-squared (against Standard Index)8685.46
Standard Deviation6.748.33
Sharpe Ratio0.08N/A
Treynor Ratio0.61N/A
10 Years
StatisticRCLTXCategory
Alpha (against Standard Index)0.17-0.99
Beta (against Standard Index)0.450.72
Mean Annual Return4.120.31
R-squared (against Standard Index)7680.09
Standard Deviation5.188.09
Sharpe Ratio0.25N/A
Treynor Ratio2.62N/A

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