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Thursday, January 7, 2010, 9:26PM ET - U.S. Markets Closed.
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Russell International Developed Mkts E (RIFEX)
On
Jan 7
:
30.39
0.23
(0.75%)
MORE ON RIFEX
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Research Reports
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
(2006)
:
25.42%
Worst 1 Yr Total Return
(2008)
:
-44.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RIFEX
Category
Alpha (against Standard Index)
-0.63
0.11
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
-6.37
-0.23
R-squared (against Standard Index)
98
95.97
Standard Deviation
24.69
24.84
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-8.48
N/A
5 Years
Statistic
RIFEX
Category
Alpha (against Standard Index)
-0.59
0.08
Beta (against Standard Index)
1.02
1.01
Mean Annual Return
3.46
0.51
R-squared (against Standard Index)
98
95.66
Standard Deviation
20.32
20.38
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.46
N/A
10 Years
Statistic
RIFEX
Category
Alpha (against Standard Index)
-0.16
-0.14
Beta (against Standard Index)
1.01
1.01
Mean Annual Return
1.67
0.28
R-squared (against Standard Index)
98
92.61
Standard Deviation
18.41
18.91
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.24
N/A
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