Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, January 5, 2010, 7:40PM ET - U.S. Markets Closed. Dow Down 0.11% Nasdaq Up 0.01%
Russell US Growth E (RSGEX)On Jan 5: 7.20  Up 0.01 (0.14%)  
MORE ON RSGEX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):11.85%
Worst 1 Yr Total Return (2008):-44.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRSGEXCategory
Alpha (against Standard Index)1.142.20
Beta (against Standard Index)1.030.99
Mean Annual Return-5.15-0.14
R-squared (against Standard Index)9288.76
Standard Deviation21.2521.04
Sharpe Ratio-0.25N/A
Treynor Ratio-7.23N/A
5 Years
StatisticRSGEXCategory
Alpha (against Standard Index)-1.190.80
Beta (against Standard Index)1.041.01
Mean Annual Return-0.780.24
R-squared (against Standard Index)9086.59
Standard Deviation17.6117.50
Sharpe Ratio-0.12N/A
Treynor Ratio-3.62N/A
10 Years
StatisticRSGEXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center