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Sunday, December 6, 2009, 8:45AM ET - U.S. Markets Closed. Dow  0.22% Nasdaq  0.98%

Russell US Quantitative Equity I (REDSX)

On Dec 4: 25.57   0.18 (0.71%)

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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): 13.84% Worst 1 Yr Total Return (2008): -37.37% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic REDSX Category Alpha (against Standard Index) -1.88 0.38 Beta (against Standard Index) 1.02 1.00 Mean Annual Return -9.04 -0.41 R-squared (against Standard Index) 98 95.50 Standard Deviation 20.14 20.09 Sharpe Ratio -0.49 N/A Treynor Ratio -11.22 N/A 5 Years Statistic REDSX Category Alpha (against Standard Index) -0.97 0.26 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -0.78 0.16 R-squared (against Standard Index) 98 94.84 Standard Deviation 16.56 16.47 Sharpe Ratio -0.14 N/A Treynor Ratio -3.70 N/A 10 Years Statistic REDSX Category Alpha (against Standard Index) -0.04 0.84 Beta (against Standard Index) 1.02 0.97 Mean Annual Return -1.11 0.11 R-squared (against Standard Index) 98 91.16 Standard Deviation 16.56 16.35 Sharpe Ratio -0.16 N/A Treynor Ratio -4.01 N/A
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