MCJZX - MM Russell 2000 Small Cap Index I

Nasdaq - Nasdaq Delayed Price. Currency in USD

Risk Overview

Morningstar Risk Rating★★★★
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return (Jan 30, 2018)38.47%
Worst 1 Yr Total Return (Jan 30, 2018)-4.34%

Risk Statistics

3 Years
MCJZXCategory Average
5 Years
MCJZXCategory Average
10 Years
MCJZXCategory Average
Alpha
-2.7-0.03
-3.65-0.04
N/A-0.01
Beta
1.060.01
1.120.01
N/A0.01
Mean Annual Return
1.040.01
1.120.01
N/A0.01
R-squared
59.70.55
60.430.59
N/A0.8
Standard Deviation
13.960.13
13.750.13
N/A0.19
Sharpe Ratio
0.860.01
0.960.01
N/A0.01
Treynor Ratio
10.930.11
11.570.11
N/A0.08