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Sunday, December 27, 2009, 4:01AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Russell Tax-Managed US Large Cap C (RTLCX)On Dec 24: 16.55  Up 0.09 (0.55%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):11.46%
Worst 1 Yr Total Return (2008):-42.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticRTLCXCategory
Alpha (against Standard Index)-0.782.20
Beta (against Standard Index)1.050.99
Mean Annual Return-7.07-0.14
R-squared (against Standard Index)9888.76
Standard Deviation21.1221.04
Sharpe Ratio-0.35N/A
Treynor Ratio-8.86N/A
5 Years
StatisticRTLCXCategory
Alpha (against Standard Index)-1.890.80
Beta (against Standard Index)1.051.01
Mean Annual Return-1.390.24
R-squared (against Standard Index)9886.59
Standard Deviation17.0617.50
Sharpe Ratio-0.17N/A
Treynor Ratio-4.16N/A
10 Years
StatisticRTLCXCategory
Alpha (against Standard Index)-1.57-0.13
Beta (against Standard Index)1.041.04
Mean Annual Return-2.310.05
R-squared (against Standard Index)9878.99
Standard Deviation16.9119.17
Sharpe Ratio-0.22N/A
Treynor Ratio-5.06N/A

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