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 (Aug 30, 2018)38.47%
Worst 1 Yr Total Return (Aug 30, 2018)-4.34%

Risk Statistics

3 Years
MCJZXCategory Average
5 Years
MCJZXCategory Average
10 Years
MCJZXCategory Average
Alpha
-0.86-0.02
-1.89-0.02
N/A-0.02
Beta
1.090.01
1.070.01
N/A0.01
Mean Annual Return
1.320.01
1.10.01
N/A0.01
R-squared
58.230.55
56.810.55
N/A0.8
Standard Deviation
13.460.13
13.620.13
N/A0.19
Sharpe Ratio
1.120.01
0.930.01
N/A0.01
Treynor Ratio
140.13
11.610.11
N/A0.08