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Russell Tax Exempt Bond E (RTBEX)
On
Dec 23
:
22.00
0.00
(0.00%)
MORE ON RTBEX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
3.69%
Worst 1 Yr Total Return
(2008)
:
0.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RTBEX
Category
Alpha (against Standard Index)
0.28
-0.30
Beta (against Standard Index)
0.71
0.86
Mean Annual Return
3.93
0.31
R-squared (against Standard Index)
92
90.72
Standard Deviation
4.38
5.41
Sharpe Ratio
0.38
N/A
Treynor Ratio
2.34
N/A
5 Years
Statistic
RTBEX
Category
Alpha (against Standard Index)
-0.52
-0.69
Beta (against Standard Index)
0.72
0.86
Mean Annual Return
3.55
0.30
R-squared (against Standard Index)
92
91.00
Standard Deviation
3.60
4.39
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.79
N/A
10 Years
Statistic
RTBEX
Category
Alpha (against Standard Index)
-0.77
-0.71
Beta (against Standard Index)
0.75
0.89
Mean Annual Return
4.17
0.38
R-squared (against Standard Index)
93
92.35
Standard Deviation
3.59
4.29
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.66
N/A
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