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Russell Tax-Managed US Large Cap E (RTLEX)

On Jan 7: 17.19   0.07 (0.41%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 12.26% Worst 1 Yr Total Return (2008): -41.82% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RTLEX Category Alpha (against Standard Index) -0.02 2.20 Beta (against Standard Index) 1.06 0.99 Mean Annual Return -6.37 -0.14 R-squared (against Standard Index) 98 88.76 Standard Deviation 21.14 21.04 Sharpe Ratio -0.31 N/A Treynor Ratio -8.19 N/A 5 Years Statistic RTLEX Category Alpha (against Standard Index) -1.13 0.80 Beta (against Standard Index) 1.05 1.01 Mean Annual Return -0.64 0.24 R-squared (against Standard Index) 98 86.59 Standard Deviation 17.07 17.50 Sharpe Ratio -0.12 N/A Treynor Ratio -3.45 N/A 10 Years Statistic RTLEX Category Alpha (against Standard Index) -0.78 -0.13 Beta (against Standard Index) 1.04 1.04 Mean Annual Return -1.53 0.05 R-squared (against Standard Index) 98 78.99 Standard Deviation 16.91 19.17 Sharpe Ratio -0.18 N/A Treynor Ratio -4.31 N/A
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