Russell Tax-Managed U.S. Large Cap Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.86
Mean 1.11
Sharpe Ratio 0.96
Bear Market Decile Rank 61

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 97.39 98.28
Beta 1.1 1.06
Alpha -2.59 -2.18