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

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.12
Mean 1.24
Sharpe Ratio 0.92
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 88.44 98.53
Beta 1.24 0.98
Alpha -5.12 -0.39