Russell Tax-Managed U.S. Large Cap Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.88
Mean 1.03
Sharpe Ratio 0.89
Bear Market Decile Rank 66

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 97.31 98.22
Beta 1.1 1.06
Alpha -3.25 -3.09