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
3 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.13
Mean 1.22
Sharpe Ratio 0.9
Bear Market Decile Rank 30

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 88.53 98.49
Beta 1.24 0.98
Alpha -5.42 -0.68