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Russell Investment Company II plc - Russell Investments U.S. Quant Fund (0P000018TA.F)

Frankfurt - Frankfurt Delayed price. Currency in EUR
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3,895.40+34.88 (+0.90%)
As of 10:00PM CEST. Market open.

Risk overview

Morningstar risk rating★★★
Number of years up17
Number of years down5
Best 1-yr total return (15 May 2024)37.60%
Worst 1-yr total return (15 May 2024)N/A

Risk statistics

3 years
0P000018TA.FCategory average
5 years
0P000018TA.FCategory average
10 years
0P000018TA.FCategory average
Alpha
0.12N/A
-0.84N/A
-1.32N/A
BETA
0.95N/A
0.97N/A
0.99N/A
Mean annual return
0.66N/A
1.03N/A
0.9N/A
R-squared
98.76N/A
98.69N/A
98.5N/A
Standard deviation
17.11N/A
18.33N/A
15.37N/A
Sharpe ratio
0.28N/A
0.55N/A
0.6N/A
Treynor ratio
3.74N/A
9.27N/A
8.58N/A