Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 6, 2009, 5:58PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Russell Strategic Bond I (RFCSX)On Dec 4: 10.26  Down 0.03 (0.29%)  
MORE ON RFCSX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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):6.40%
Worst 1 Yr Total Return (2008):-8.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRFCSXCategory
Alpha (against Standard Index)-1.19-1.72
Beta (against Standard Index)0.961.02
Mean Annual Return4.810.39
R-squared (against Standard Index)4159.27
Standard Deviation6.045.93
Sharpe Ratio0.41N/A
Treynor Ratio2.51N/A
5 Years
StatisticRFCSXCategory
Alpha (against Standard Index)-0.63-1.05
Beta (against Standard Index)0.930.98
Mean Annual Return4.190.33
R-squared (against Standard Index)4761.87
Standard Deviation4.934.88
Sharpe Ratio0.25N/A
Treynor Ratio1.26N/A
10 Years
StatisticRFCSXCategory
Alpha (against Standard Index)-0.08-0.65
Beta (against Standard Index)0.910.96
Mean Annual Return5.880.45
R-squared (against Standard Index)6271.12
Standard Deviation4.344.47
Sharpe Ratio0.66N/A
Treynor Ratio3.21N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center