Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, December 2, 2009, 9:58AM ET - U.S. Markets close in 6 hours and 2 minutes.
Dow
0.03%
Nasdaq
0.45%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Russell Investment Grade Bond E (RFAEX)
On
Dec 1
:
21.49
0.04
(0.19%)
MORE ON RFAEX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-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
(2007)
:
5.95%
Worst 1 Yr Total Return
(2008)
:
-3.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RFAEX
Category
Alpha (against Standard Index)
-0.74
-1.72
Beta (against Standard Index)
1.03
1.02
Mean Annual Return
5.66
0.39
R-squared (against Standard Index)
67
59.27
Standard Deviation
5.06
5.93
Sharpe Ratio
0.63
N/A
Treynor Ratio
3.14
N/A
5 Years
Statistic
RFAEX
Category
Alpha (against Standard Index)
-0.59
-1.05
Beta (against Standard Index)
1.02
0.98
Mean Annual Return
4.46
0.33
R-squared (against Standard Index)
73
61.87
Standard Deviation
4.32
4.88
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.40
N/A
10 Years
Statistic
RFAEX
Category
Alpha (against Standard Index)
-0.46
-0.65
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
5.79
0.45
R-squared (against Standard Index)
84
71.12
Standard Deviation
4.08
4.47
Sharpe Ratio
0.68
N/A
Treynor Ratio
2.84
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center