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Thursday, December 24, 2009, 5:39PM ET - U.S. Markets closed early today. Dow  0.51% Nasdaq  0.71%

Russell Real Estate Secs S (RRESX)

On Dec 23: 30.39   0.37 (1.23%)

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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): 35.70% Worst 1 Yr Total Return (2008): -37.29% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RRESX Category Alpha (against Standard Index) -0.76 -1.50 Beta (against Standard Index) 1.56 1.61 Mean Annual Return -14.14 -0.77 R-squared (against Standard Index) 70 67.75 Standard Deviation 36.96 38.87 Sharpe Ratio -0.28 N/A Treynor Ratio -10.54 N/A 5 Years Statistic RRESX Category Alpha (against Standard Index) 4.01 2.65 Beta (against Standard Index) 1.55 1.60 Mean Annual Return 0.79 0.34 R-squared (against Standard Index) 68 66.27 Standard Deviation 30.19 31.51 Sharpe Ratio 0.09 N/A Treynor Ratio -1.42 N/A 10 Years Statistic RRESX Category Alpha (against Standard Index) 12.08 11.10 Beta (against Standard Index) 0.87 0.89 Mean Annual Return 10.76 1.01 R-squared (against Standard Index) 36 36.04 Standard Deviation 23.42 24.18 Sharpe Ratio 0.44 N/A Treynor Ratio 9.02 N/A
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