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Russell Tax Exempt Bond C (RTECX)
On
Dec 24
:
21.95
0.00
(0.00%)
MORE ON RTECX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2006)
:
2.93%
Worst 1 Yr Total Return
(2008)
:
0.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RTECX
Category
Alpha (against Standard Index)
-0.47
-0.30
Beta (against Standard Index)
0.71
0.86
Mean Annual Return
3.16
0.31
R-squared (against Standard Index)
92
90.72
Standard Deviation
4.38
5.41
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.25
N/A
5 Years
Statistic
RTECX
Category
Alpha (against Standard Index)
-1.27
-0.69
Beta (against Standard Index)
0.72
0.86
Mean Annual Return
2.79
0.30
R-squared (against Standard Index)
92
91.00
Standard Deviation
3.60
4.39
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.28
N/A
10 Years
Statistic
RTECX
Category
Alpha (against Standard Index)
-1.50
-0.71
Beta (against Standard Index)
0.75
0.89
Mean Annual Return
3.41
0.38
R-squared (against Standard Index)
93
92.35
Standard Deviation
3.57
4.29
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.64
N/A
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