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Tuesday, December 29, 2009, 2:25AM ET - U.S. Markets open in 7 hours and 5 minutes. Dow  0.26% Nasdaq  0.24%

Russell Tax-Managed US Large Cap S (RETSX)

On Dec 28: 16.98   0.03 (0.18%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 12.60% Worst 1 Yr Total Return (2008): -41.64% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RETSX Category Alpha (against Standard Index) 0.22 2.20 Beta (against Standard Index) 1.05 0.99 Mean Annual Return -6.14 -0.14 R-squared (against Standard Index) 98 88.76 Standard Deviation 21.13 21.04 Sharpe Ratio -0.30 N/A Treynor Ratio -7.98 N/A 5 Years Statistic RETSX Category Alpha (against Standard Index) -0.89 0.80 Beta (against Standard Index) 1.05 1.01 Mean Annual Return -0.39 0.24 R-squared (against Standard Index) 98 86.59 Standard Deviation 17.07 17.50 Sharpe Ratio -0.11 N/A Treynor Ratio -3.21 N/A 10 Years Statistic RETSX Category Alpha (against Standard Index) -0.56 -0.13 Beta (against Standard Index) 1.04 1.04 Mean Annual Return -1.31 0.05 R-squared (against Standard Index) 98 78.99 Standard Deviation 16.91 19.17 Sharpe Ratio -0.16 N/A Treynor Ratio -4.09 N/A
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