Russell Tax-Managed U.S. Large Cap Fund

Scorecard
3 / 5 Stars
Lipper
2 2 4 2 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.87
Mean 1.05
Sharpe Ratio 0.9
Bear Market Decile Rank 66

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 97.32 98.21
Beta 1.1 1.06
Alpha -3.35 -2.94