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Thursday, December 31, 2009, 2:12AM ET - U.S. Markets open in 7 hours and 18 minutes. Dow Up 0.03% Nasdaq Up 0.13%
Russell US Value S (RSVSX)On Dec 30: 7.16  Down 0.01 (0.14%)  
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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):18.10%
Worst 1 Yr Total Return (2008):-46.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRSVSXCategory
Alpha (against Standard Index)-3.10-1.37
Beta (against Standard Index)1.231.02
Mean Annual Return-11.02-0.45
R-squared (against Standard Index)9694.58
Standard Deviation24.9820.79
Sharpe Ratio-0.43N/A
Treynor Ratio-10.79N/A
5 Years
StatisticRSVSXCategory
Alpha (against Standard Index)-1.62-0.29
Beta (against Standard Index)1.221.01
Mean Annual Return-1.830.14
R-squared (against Standard Index)9593.49
Standard Deviation20.0416.81
Sharpe Ratio-0.14N/A
Treynor Ratio-3.95N/A
10 Years
StatisticRSVSXCategory
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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