Russell Tax-Managed U.S. Mid & Small Cap Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 15.96
Mean 1.16
Sharpe Ratio 0.87
Bear Market Decile Rank 30

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 91.4 98.52
Beta 1.22 0.97
Alpha -3.8 0.27