Russell U.S. Small Cap Equity Fund

Scorecard
3 / 5 Stars
Lipper
3 4 2 4 1
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.78
Mean 1.3
Sharpe Ratio 0.93
Bear Market Decile Rank 56

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 TR USD
R-Squared 87.15 98.17
Beta 1.28 0.98
Alpha -5.01 0.88