Finance Home - My Yahoo - Yahoo! - Help

Thursday, January 7, 2010, 10:04AM ET - U.S. Markets close in 5 hours and 56 minutes. Dow  0.53% Nasdaq  0.63%

Russell Real Estate Secs E (RREEX)

On Jan 6: 29.47   0.07 (0.24%)

MORE ON RREEX

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: 3 Number of Years Down: 2 Best 1 Yr Total Return (2006): 35.35% Worst 1 Yr Total Return (2008): -37.44% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RREEX Category Alpha (against Standard Index) -1.02 -1.50 Beta (against Standard Index) 1.56 1.61 Mean Annual Return -14.38 -0.77 R-squared (against Standard Index) 69 67.75 Standard Deviation 37.01 38.87 Sharpe Ratio -0.29 N/A Treynor Ratio -10.69 N/A 5 Years Statistic RREEX Category Alpha (against Standard Index) 3.75 2.65 Beta (against Standard Index) 1.55 1.60 Mean Annual Return 0.53 0.34 R-squared (against Standard Index) 68 66.27 Standard Deviation 30.22 31.51 Sharpe Ratio 0.08 N/A Treynor Ratio -1.59 N/A 10 Years Statistic RREEX Category Alpha (against Standard Index) 11.83 11.10 Beta (against Standard Index) 0.87 0.89 Mean Annual Return 10.47 1.01 R-squared (against Standard Index) 36 36.04 Standard Deviation 23.44 24.18 Sharpe Ratio 0.43 N/A Treynor Ratio 8.67 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center