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Tuesday, January 5, 2010, 11:43PM ET - U.S. Markets Closed. Dow  0.11% Nasdaq  0.01%

Russell Tax-Managed US Mid & Sm Cap S (RTSSX)

On Jan 5: 12.06   0.00 (0.00%)

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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): 16.98% Worst 1 Yr Total Return (2008): -35.73% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic RTSSX Category Alpha (against Standard Index) 1.98 -0.48 Beta (against Standard Index) 1.17 1.16 Mean Annual Return -5.88 -0.45 R-squared (against Standard Index) 90 86.39 Standard Deviation 24.46 24.75 Sharpe Ratio -0.22 N/A Treynor Ratio -6.97 N/A 5 Years Statistic RTSSX Category Alpha (against Standard Index) 1.57 0.00 Beta (against Standard Index) 1.20 1.17 Mean Annual Return 1.27 0.16 R-squared (against Standard Index) 87 83.41 Standard Deviation 20.56 20.64 Sharpe Ratio 0.02 N/A Treynor Ratio -1.44 N/A 10 Years Statistic RTSSX Category Alpha (against Standard Index) 3.56 7.16 Beta (against Standard Index) 1.08 1.00 Mean Annual Return 2.00 0.66 R-squared (against Standard Index) 72 64.42 Standard Deviation 20.65 20.26 Sharpe Ratio 0.06 N/A Treynor Ratio -0.86 N/A
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