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Tuesday, December 29, 2009, 4:51PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Russell LifePoints Mod Strat E (RMLEX)On Dec 28: 9.80   0.00 (0.00%)  
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Risk  As of 30-Nov-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 (2006):9.58%
Worst 1 Yr Total Return (2008):-23.61%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRMLEXCategory
Alpha (against Standard Index)-1.07-0.95
Beta (against Standard Index)0.910.74
Mean Annual Return0.100.09
R-squared (against Standard Index)9687.00
Standard Deviation12.2710.61
Sharpe Ratio-0.11N/A
Treynor Ratio-2.40N/A
5 Years
StatisticRMLEXCategory
Alpha (against Standard Index)-1.47-1.38
Beta (against Standard Index)0.880.71
Mean Annual Return3.110.27
R-squared (against Standard Index)9585.46
Standard Deviation9.768.33
Sharpe Ratio0.06N/A
Treynor Ratio0.14N/A
10 Years
StatisticRMLEXCategory
Alpha (against Standard Index)-0.70-0.99
Beta (against Standard Index)0.760.72
Mean Annual Return3.810.31
R-squared (against Standard Index)9280.09
Standard Deviation7.938.09
Sharpe Ratio0.15N/A
Treynor Ratio1.16N/A

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