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Russell Emerging Markets S (REMSX)

On Dec 3: 17.97   0.01 (0.06%)

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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 (2007): 38.10% Worst 1 Yr Total Return (2008): -54.09% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic REMSX Category Alpha (against Standard Index) 15.45 12.35 Beta (against Standard Index) 1.34 1.29 Mean Annual Return 5.70 0.71 R-squared (against Standard Index) 89 87.52 Standard Deviation 33.92 33.07 Sharpe Ratio 0.27 N/A Treynor Ratio 2.46 N/A 5 Years Statistic REMSX Category Alpha (against Standard Index) 10.99 9.15 Beta (against Standard Index) 1.38 1.29 Mean Annual Return 16.28 1.44 R-squared (against Standard Index) 87 85.78 Standard Deviation 29.15 27.65 Sharpe Ratio 0.57 N/A Treynor Ratio 9.63 N/A 10 Years Statistic REMSX Category Alpha (against Standard Index) 10.13 9.81 Beta (against Standard Index) 1.29 1.23 Mean Annual Return 11.17 1.14 R-squared (against Standard Index) 80 76.71 Standard Deviation 25.82 25.41 Sharpe Ratio 0.43 N/A Treynor Ratio 6.37 N/A
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