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Saturday, December 5, 2009, 6:44PM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Russell US Small & Mid Cap I (REBSX)

On Dec 4: 17.51   0.30 (1.74%)

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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): 16.12% Worst 1 Yr Total Return (2008): -43.79% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic REBSX Category Alpha (against Standard Index) -0.29 1.01 Beta (against Standard Index) 1.24 1.19 Mean Annual Return -10.16 -0.48 R-squared (against Standard Index) 92 87.23 Standard Deviation 25.15 24.84 Sharpe Ratio -0.39 N/A Treynor Ratio -10.18 N/A 5 Years Statistic REBSX Category Alpha (against Standard Index) 0.23 1.42 Beta (against Standard Index) 1.27 1.21 Mean Annual Return -0.86 0.23 R-squared (against Standard Index) 89 84.16 Standard Deviation 21.40 21.07 Sharpe Ratio -0.07 N/A Treynor Ratio -3.06 N/A 10 Years Statistic REBSX Category Alpha (against Standard Index) 5.89 7.80 Beta (against Standard Index) 1.12 1.01 Mean Annual Return 3.82 0.68 R-squared (against Standard Index) 75 64.84 Standard Deviation 20.80 20.31 Sharpe Ratio 0.15 N/A Treynor Ratio 0.77 N/A
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