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Thursday, December 24, 2009, 11:03PM ET - U.S. Markets closed early today. Dow  0.51% Nasdaq  0.71%

Russell Tax-Managed US Mid & Sm Cap E (RTSEX)

On Dec 24: 11.77   0.05 (0.43%)

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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): 16.70% Worst 1 Yr Total Return (2008): -35.88% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RTSEX Category Alpha (against Standard Index) 1.75 -0.48 Beta (against Standard Index) 1.17 1.16 Mean Annual Return -6.10 -0.45 R-squared (against Standard Index) 90 86.39 Standard Deviation 24.46 24.75 Sharpe Ratio -0.23 N/A Treynor Ratio -7.15 N/A 5 Years Statistic RTSEX Category Alpha (against Standard Index) 1.33 0.00 Beta (against Standard Index) 1.20 1.17 Mean Annual Return 1.03 0.16 R-squared (against Standard Index) 87 83.41 Standard Deviation 20.56 20.64 Sharpe Ratio 0.01 N/A Treynor Ratio -1.64 N/A 10 Years Statistic RTSEX Category Alpha (against Standard Index) 3.32 7.16 Beta (against Standard Index) 1.08 1.00 Mean Annual Return 1.76 0.66 R-squared (against Standard Index) 72 64.42 Standard Deviation 20.65 20.26 Sharpe Ratio 0.05 N/A Treynor Ratio -1.08 N/A
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