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Russell LifePoints Mod Strat R2 (RMLTX)
On
Dec 16
:
9.89
0.03
(0.30%)
MORE ON RMLTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
6.47%
Worst 1 Yr Total Return
(2008)
:
-23.54%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RMLTX
Category
Alpha (against Standard Index)
-1.08
-0.95
Beta (against Standard Index)
0.91
0.74
Mean Annual Return
0.08
0.09
R-squared (against Standard Index)
95
87.00
Standard Deviation
12.31
10.61
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-2.41
N/A
5 Years
Statistic
RMLTX
Category
Alpha (against Standard Index)
-1.49
-1.38
Beta (against Standard Index)
0.88
0.71
Mean Annual Return
3.10
0.27
R-squared (against Standard Index)
95
85.46
Standard Deviation
9.79
8.33
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.13
N/A
10 Years
Statistic
RMLTX
Category
Alpha (against Standard Index)
-0.71
-0.99
Beta (against Standard Index)
0.76
0.72
Mean Annual Return
3.80
0.31
R-squared (against Standard Index)
91
80.09
Standard Deviation
7.95
8.09
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.15
N/A
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