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Australia markets close in 4 hours 39 minutes
ALL ORDS
8,024.60
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(-0.65%)
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Russell Investments Multifactor U.S. Equity Fund (RTDYX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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18.60
+0.05
(+0.27%)
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
7
Number of years down
2
Best 1-yr total return (23 June 2024)
30.28%
Worst 1-yr total return (23 June 2024)
N/A
Risk statistics
3 years
RTDYX
Category average
5 years
RTDYX
Category average
10 years
RTDYX
Category average
Alpha
-0.56
-0.01
-1.18
-0.01
N/A
-0.01
BETA
0.98
0.01
1.02
0.01
N/A
0.01
Mean annual return
0.84
0.01
1.29
0.01
N/A
0.01
R-squared
99.08
0.94
98.83
0.95
N/A
0.95
Standard deviation
17.6
0.17
18.63
0.19
N/A
0.15
Sharpe ratio
0.39
0
0.71
0.01
N/A
0.01
Treynor ratio
5.68
0.03
12.17
0.1
N/A
0.1
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