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Russell US Value C (RSVCX)
On
Feb 9
:
6.75
0.09
(1.35%)
MORE ON RSVCX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2009)
:
36.11%
Worst 1 Yr Total Return
(2008)
:
-47.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSVCX
Category
Alpha (against Standard Index)
-3.40
-1.25
Beta (against Standard Index)
1.22
1.01
Mean Annual Return
-12.82
-0.57
R-squared (against Standard Index)
95
94.65
Standard Deviation
24.89
20.74
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-12.11
N/A
5 Years
Statistic
RSVCX
Category
Alpha (against Standard Index)
-2.32
-0.23
Beta (against Standard Index)
1.22
1.01
Mean Annual Return
-3.10
0.11
R-squared (against Standard Index)
95
93.42
Standard Deviation
19.95
16.80
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-4.95
N/A
10 Years
Statistic
RSVCX
Category
Alpha (against Standard Index)
N/A
3.13
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
82.22
Standard Deviation
N/A
15.87
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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