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Russell Short Duration Bond S (RFBSX)
On
Dec 24
:
18.83
0.01
(0.05%)
MORE ON RFBSX
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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
(2007)
:
6.06%
Worst 1 Yr Total Return
(2008)
:
-4.62%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RFBSX
Category
Alpha (against Standard Index)
-0.04
-0.15
Beta (against Standard Index)
0.59
0.36
Mean Annual Return
4.61
0.30
R-squared (against Standard Index)
30
33.68
Standard Deviation
4.37
3.31
Sharpe Ratio
0.53
N/A
Treynor Ratio
3.95
N/A
5 Years
Statistic
RFBSX
Category
Alpha (against Standard Index)
-0.45
-0.52
Beta (against Standard Index)
0.54
0.38
Mean Annual Return
3.86
0.28
R-squared (against Standard Index)
32
36.19
Standard Deviation
3.44
2.73
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.60
N/A
10 Years
Statistic
RFBSX
Category
Alpha (against Standard Index)
-0.06
-0.19
Beta (against Standard Index)
0.47
0.43
Mean Annual Return
4.49
0.35
R-squared (against Standard Index)
41
45.24
Standard Deviation
2.74
2.61
Sharpe Ratio
0.56
N/A
Treynor Ratio
3.35
N/A
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