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Saturday, December 26, 2009, 12:42AM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Russell US Core Equity I (REASX)

On Dec 24: 24.64   0.12 (0.49%)

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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): 13.74% Worst 1 Yr Total Return (2008): -41.80% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic REASX Category Alpha (against Standard Index) 0.34 0.06 Beta (against Standard Index) 1.07 1.00 Mean Annual Return -6.16 -0.33 R-squared (against Standard Index) 97 95.82 Standard Deviation 21.41 20.42 Sharpe Ratio -0.29 N/A Treynor Ratio -7.92 N/A 5 Years Statistic REASX Category Alpha (against Standard Index) 0.39 0.04 Beta (against Standard Index) 1.07 1.01 Mean Annual Return 0.81 0.17 R-squared (against Standard Index) 97 95.19 Standard Deviation 17.34 16.64 Sharpe Ratio -0.04 N/A Treynor Ratio -2.04 N/A 10 Years Statistic REASX Category Alpha (against Standard Index) -0.18 0.81 Beta (against Standard Index) 1.02 0.96 Mean Annual Return -0.88 0.14 R-squared (against Standard Index) 96 91.13 Standard Deviation 16.76 16.39 Sharpe Ratio -0.14 N/A Treynor Ratio -3.75 N/A
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