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Australia markets close in 3 hours 28 minutes
ALL ORDS
7,992.60
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(-1.04%)
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Russell Investments Multifactor U.S. Equity Fund (RTDTX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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18.61
+0.04
(+0.22%)
At close: 08:00PM EDT
Summary
Chart
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★★
Number of years up
6
Number of years down
2
Best 1-yr total return (23 June 2024)
30.19%
Worst 1-yr total return (23 June 2024)
N/A
Risk statistics
3 years
RTDTX
Category average
5 years
RTDTX
Category average
10 years
RTDTX
Category average
Alpha
-0.61
-0.01
-1.21
-0.01
N/A
-0.01
BETA
0.98
0.01
1.02
0.01
N/A
0.01
Mean annual return
0.83
0.01
1.28
0.01
N/A
0.01
R-squared
99.05
0.94
98.81
0.95
N/A
0.95
Standard deviation
17.59
0.17
18.62
0.19
N/A
0.15
Sharpe ratio
0.39
0
0.71
0.01
N/A
0.01
Treynor ratio
5.63
0.03
12.13
0.1
N/A
0.1
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