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

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.0
Mean 1.21
Sharpe Ratio 0.9
Bear Market Decile Rank 31

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Growth TR USD
R-Squared 89.74 98.38
Beta 1.21 0.98
Alpha -2.74 -0.8