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Wednesday, December 23, 2009, 11:00PM ET - U.S. Markets Closed. Dow  0.01% Nasdaq  0.75%

Russell Tax-Managed US Mid & Sm Cap C (RTSCX)

On Dec 23: 10.85   0.12 (1.12%)

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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): 15.79% Worst 1 Yr Total Return (2008): -36.36% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RTSCX Category Alpha (against Standard Index) 1.00 -0.48 Beta (against Standard Index) 1.17 1.16 Mean Annual Return -6.78 -0.45 R-squared (against Standard Index) 90 86.39 Standard Deviation 24.42 24.75 Sharpe Ratio -0.26 N/A Treynor Ratio -7.75 N/A 5 Years Statistic RTSCX Category Alpha (against Standard Index) 0.57 0.00 Beta (against Standard Index) 1.20 1.17 Mean Annual Return 0.27 0.16 R-squared (against Standard Index) 87 83.41 Standard Deviation 20.52 20.64 Sharpe Ratio -0.03 N/A Treynor Ratio -2.27 N/A 10 Years Statistic RTSCX Category Alpha (against Standard Index) 2.57 7.16 Beta (against Standard Index) 1.08 1.00 Mean Annual Return 1.02 0.66 R-squared (against Standard Index) 71 64.42 Standard Deviation 20.60 20.26 Sharpe Ratio 0.01 N/A Treynor Ratio -1.77 N/A
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