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Tuesday, December 1, 2009, 10:07PM ET - U.S. Markets Closed. Dow  1.23% Nasdaq  1.46%

Russell US Core Equity E (REAEX)

On Dec 1: 24.25   0.32 (1.34%)

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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): 13.51% Worst 1 Yr Total Return (2008): -41.93% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic REAEX Category Alpha (against Standard Index) 0.63 0.38 Beta (against Standard Index) 1.07 1.00 Mean Annual Return -7.29 -0.41 R-squared (against Standard Index) 98 95.50 Standard Deviation 21.23 20.09 Sharpe Ratio -0.36 N/A Treynor Ratio -9.04 N/A 5 Years Statistic REAEX Category Alpha (against Standard Index) 0.49 0.26 Beta (against Standard Index) 1.08 1.01 Mean Annual Return 0.48 0.16 R-squared (against Standard Index) 97 94.84 Standard Deviation 17.33 16.47 Sharpe Ratio -0.06 N/A Treynor Ratio -2.36 N/A 10 Years Statistic REAEX Category Alpha (against Standard Index) -0.34 0.84 Beta (against Standard Index) 1.02 0.97 Mean Annual Return -1.44 0.11 R-squared (against Standard Index) 96 91.16 Standard Deviation 16.70 16.35 Sharpe Ratio -0.18 N/A Treynor Ratio -4.32 N/A
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