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Tuesday, December 1, 2009, 10:35PM ET - U.S. Markets Closed. Dow  1.23% Nasdaq  1.46%

Russell LifePoints Mod Strat S (RMLSX)

On Dec 1: 9.90   0.06 (0.61%)

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Risk  As of 31-Oct-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 (2006): 9.82% Worst 1 Yr Total Return (2008): -23.35% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RMLSX Category Alpha (against Standard Index) -0.72 -0.86 Beta (against Standard Index) 0.91 0.74 Mean Annual Return -0.02 0.06 R-squared (against Standard Index) 96 86.33 Standard Deviation 12.24 10.51 Sharpe Ratio -0.14 N/A Treynor Ratio -2.67 N/A 5 Years Statistic RMLSX Category Alpha (against Standard Index) -1.28 -1.44 Beta (against Standard Index) 0.89 0.71 Mean Annual Return 3.18 0.26 R-squared (against Standard Index) 95 84.96 Standard Deviation 9.75 8.32 Sharpe Ratio 0.07 N/A Treynor Ratio 0.18 N/A 10 Years Statistic RMLSX Category Alpha (against Standard Index) -0.48 -1.02 Beta (against Standard Index) 0.77 0.71 Mean Annual Return 3.91 0.29 R-squared (against Standard Index) 92 78.75 Standard Deviation 7.92 8.01 Sharpe Ratio 0.15 N/A Treynor Ratio 1.22 N/A
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