Russell Tax-Managed U.S. Large Cap Fund

Scorecard
3 / 5 Stars
Lipper
3 4 4 3 5
Zacks Investment Research
4 (Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.74
Mean 1.26
Sharpe Ratio 1.09
Bear Market Decile Rank 59

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 97.5 98.41
Beta 1.11 1.07
Alpha -2.79 -2.18