Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 31, 2009, 2:23AM ET - U.S. Markets open in 7 hours and 7 minutes.
Dow
0.03%
Nasdaq
0.13%
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 Tax Exempt Bond S (RLVSX)
On
Dec 30
:
21.97
0.01
(0.05%)
MORE ON RLVSX
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 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
3.91%
Worst 1 Yr Total Return
(2008)
:
1.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RLVSX
Category
Alpha (against Standard Index)
0.51
-0.30
Beta (against Standard Index)
0.71
0.86
Mean Annual Return
4.17
0.31
R-squared (against Standard Index)
92
90.72
Standard Deviation
4.38
5.41
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.68
N/A
5 Years
Statistic
RLVSX
Category
Alpha (against Standard Index)
-0.27
-0.69
Beta (against Standard Index)
0.72
0.86
Mean Annual Return
3.81
0.30
R-squared (against Standard Index)
92
91.00
Standard Deviation
3.61
4.39
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.15
N/A
10 Years
Statistic
RLVSX
Category
Alpha (against Standard Index)
-0.52
-0.71
Beta (against Standard Index)
0.75
0.89
Mean Annual Return
4.42
0.38
R-squared (against Standard Index)
93
92.35
Standard Deviation
3.58
4.29
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.00
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center