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

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.04
Mean 1.27
Sharpe Ratio 0.95
Bear Market Decile Rank 30

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 89.78 98.44
Beta 1.22 0.99
Alpha -2.02 -0.08