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Russell Tax Exempt Bond E (RTBEX)On Dec 23: 22.00   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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
StatisticRTBEXCategory
Alpha (against Standard Index)0.28-0.30
Beta (against Standard Index)0.710.86
Mean Annual Return3.930.31
R-squared (against Standard Index)9290.72
Standard Deviation4.385.41
Sharpe Ratio0.38N/A
Treynor Ratio2.34N/A
5 Years
StatisticRTBEXCategory
Alpha (against Standard Index)-0.52-0.69
Beta (against Standard Index)0.720.86
Mean Annual Return3.550.30
R-squared (against Standard Index)9291.00
Standard Deviation3.604.39
Sharpe Ratio0.16N/A
Treynor Ratio0.79N/A
10 Years
StatisticRTBEXCategory
Alpha (against Standard Index)-0.77-0.71
Beta (against Standard Index)0.750.89
Mean Annual Return4.170.38
R-squared (against Standard Index)9392.35
Standard Deviation3.594.29
Sharpe Ratio0.35N/A
Treynor Ratio1.66N/A

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