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Sunday, December 27, 2009, 3:22PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

Russell US Small & Mid Cap E (REBEX)

On Dec 24: 18.30   0.09 (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): 15.85% Worst 1 Yr Total Return (2008): -43.95% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic REBEX Category Alpha (against Standard Index) -2.35 -0.48 Beta (against Standard Index) 1.21 1.16 Mean Annual Return -10.33 -0.45 R-squared (against Standard Index) 91 86.39 Standard Deviation 25.19 24.75 Sharpe Ratio -0.39 N/A Treynor Ratio -10.41 N/A 5 Years Statistic REBEX Category Alpha (against Standard Index) -1.31 0.00 Beta (against Standard Index) 1.24 1.17 Mean Annual Return -1.82 0.16 R-squared (against Standard Index) 88 83.41 Standard Deviation 21.22 20.64 Sharpe Ratio -0.12 N/A Treynor Ratio -3.86 N/A 10 Years Statistic REBEX Category Alpha (against Standard Index) 5.02 7.16 Beta (against Standard Index) 1.11 1.00 Mean Annual Return 3.41 0.66 R-squared (against Standard Index) 74 64.42 Standard Deviation 20.78 20.26 Sharpe Ratio 0.13 N/A Treynor Ratio 0.44 N/A
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