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Sunday, December 27, 2009, 4:46AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Russell US Value I (RSVIX)On Dec 24: 7.21  Up 0.04 (0.56%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):18.32%
Worst 1 Yr Total Return (2008):-46.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRSVIXCategory
Alpha (against Standard Index)-3.03-1.37
Beta (against Standard Index)1.231.02
Mean Annual Return-10.92-0.45
R-squared (against Standard Index)9694.58
Standard Deviation24.9120.79
Sharpe Ratio-0.43N/A
Treynor Ratio-10.74N/A
5 Years
StatisticRSVIXCategory
Alpha (against Standard Index)-1.49-0.29
Beta (against Standard Index)1.221.01
Mean Annual Return-1.690.14
R-squared (against Standard Index)9593.49
Standard Deviation20.0016.81
Sharpe Ratio-0.13N/A
Treynor Ratio-3.84N/A
10 Years
StatisticRSVIXCategory
Alpha (against Standard Index)N/A2.74
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A81.33
Standard DeviationN/A15.97
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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