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Russell Real Estate Secs C (RRSCX)
On
Dec 24
:
29.73
0.35
(1.19%)
MORE ON RRSCX
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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)
:
34.36%
Worst 1 Yr Total Return
(2008)
:
-37.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RRSCX
Category
Alpha (against Standard Index)
-1.75
-1.50
Beta (against Standard Index)
1.56
1.61
Mean Annual Return
-15.00
-0.77
R-squared (against Standard Index)
69
67.75
Standard Deviation
36.98
38.87
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-11.10
N/A
5 Years
Statistic
RRSCX
Category
Alpha (against Standard Index)
3.00
2.65
Beta (against Standard Index)
1.55
1.60
Mean Annual Return
-0.22
0.34
R-squared (against Standard Index)
68
66.27
Standard Deviation
30.20
31.51
Sharpe Ratio
0.05
N/A
Treynor Ratio
-2.07
N/A
10 Years
Statistic
RRSCX
Category
Alpha (against Standard Index)
11.08
11.10
Beta (against Standard Index)
0.87
0.89
Mean Annual Return
9.66
1.01
R-squared (against Standard Index)
36
36.04
Standard Deviation
23.42
24.18
Sharpe Ratio
0.39
N/A
Treynor Ratio
7.75
N/A
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