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

Scorecard
3 / 5 Stars
Lipper
4 4 3 4 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 15.98
Mean 1.29
Sharpe Ratio 0.97
Bear Market Decile Rank 29

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 89.73 98.39
Beta 1.21 0.98
Alpha -1.72 0.22