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Tuesday, January 5, 2010, 10:45PM ET - U.S. Markets Closed. Dow  0.11% Nasdaq  0.01%

Russell US Quantitative Equity E (REQEX)

On Jan 5: 26.18   0.00 (0.00%)

MORE ON REQEX

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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): 13.54% Worst 1 Yr Total Return (2008): -37.53% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic REQEX Category Alpha (against Standard Index) -2.18 0.06 Beta (against Standard Index) 1.02 1.00 Mean Annual Return -8.07 -0.33 R-squared (against Standard Index) 98 95.82 Standard Deviation 20.42 20.42 Sharpe Ratio -0.42 N/A Treynor Ratio -10.14 N/A 5 Years Statistic REQEX Category Alpha (against Standard Index) -1.46 0.04 Beta (against Standard Index) 1.03 1.01 Mean Annual Return -0.87 0.17 R-squared (against Standard Index) 98 95.19 Standard Deviation 16.61 16.64 Sharpe Ratio -0.15 N/A Treynor Ratio -3.77 N/A 10 Years Statistic REQEX Category Alpha (against Standard Index) -0.38 0.81 Beta (against Standard Index) 1.02 0.96 Mean Annual Return -1.06 0.14 R-squared (against Standard Index) 98 91.13 Standard Deviation 16.62 16.39 Sharpe Ratio -0.15 N/A Treynor Ratio -3.92 N/A
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