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Russell Inv Multifactor US Equity R6 (RTDRX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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18.60-0.05 (-0.27%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up5
Number of years down2
Best 1-yr total return (26 Jun 2024)30.22%
Worst 1-yr total return (26 Jun 2024)N/A

Risk statistics

3 years
RTDRXCategory average
5 years
RTDRXCategory average
10 years
RTDRXCategory average
Alpha
-0.58-0.01
-1.2-0.01
N/A-0.01
BETA
0.980.01
1.020.01
N/A0.01
Mean annual return
0.840.01
1.290.01
N/A0.01
R-squared
99.090.94
98.840.95
N/A0.95
Standard deviation
17.620.17
18.640.19
N/A0.15
Sharpe ratio
0.390
0.710.01
N/A0.01
Treynor ratio
5.660.03
12.140.1
N/A0.1