Russell U.S. Dynamic Equity Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.5
Mean 1.19
Sharpe Ratio 0.98
Bear Market Decile Rank 48

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 94.1
Beta 1.13
Alpha -2.06