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Wednesday, December 9, 2009, 3:31PM ET - U.S. Markets close in 29 mins.. Dow Up 0.40% Nasdaq Up 0.45%
Russell Emerging Markets E (REMEX)On Dec 8: 17.67  Down 0.27 (1.51%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):37.77%
Worst 1 Yr Total Return (2008):-54.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticREMEXCategory
Alpha (against Standard Index)15.1912.35
Beta (against Standard Index)1.341.29
Mean Annual Return5.430.71
R-squared (against Standard Index)8987.52
Standard Deviation33.9333.07
Sharpe Ratio0.26N/A
Treynor Ratio2.25N/A
5 Years
StatisticREMEXCategory
Alpha (against Standard Index)10.729.15
Beta (against Standard Index)1.381.29
Mean Annual Return15.971.44
R-squared (against Standard Index)8785.78
Standard Deviation29.1627.65
Sharpe Ratio0.56N/A
Treynor Ratio9.41N/A
10 Years
StatisticREMEXCategory
Alpha (against Standard Index)9.909.81
Beta (against Standard Index)1.291.23
Mean Annual Return10.911.14
R-squared (against Standard Index)8076.71
Standard Deviation25.8225.41
Sharpe Ratio0.42N/A
Treynor Ratio6.17N/A

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