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Russell Inv Multifactor US Equity M (RTDTX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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18.78+0.08 (+0.43%)
At close: 08:00PM EDT

Risk overview

Morningstar risk rating★★★★
Number of years up6
Number of years down2
Best 1-yr total return (2 Jul 2024)30.19%
Worst 1-yr total return (2 Jul 2024)N/A

Risk statistics

3 years
RTDTXCategory average
5 years
RTDTXCategory average
10 years
RTDTXCategory average
Alpha
-0.55-0.01
-1.34-0.01
N/A-0.01
BETA
0.980.01
1.010.01
N/A0.01
Mean annual return
0.870.01
1.210.01
N/A0.01
R-squared
99.090.94
98.760.95
N/A0.95
Standard deviation
17.630.17
18.450.19
N/A0.15
Sharpe ratio
0.40
0.670.01
N/A0.01
Treynor ratio
5.990.03
11.190.1
N/A0.1