Russell Investments Multifactor U.S. Equity Fund (RTDAX)
Nasdaq - Nasdaq Delayed Price. Currency in USD
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Risk Overview
Morningstar Risk Rating★★★★
Number of Years Up4
Number of Years Down1
Best 1 Yr Total Return (May 15, 2024)29.67%
Worst 1 Yr Total Return (May 15, 2024)N/A
Risk Statistics
3 Years
RTDAXCategory Average5 Years
RTDAXCategory Average10 Years
RTDAXCategory AverageAlpha
-0.86-0.01
-1.66-0.01
N/A-0.01
BETA
0.990.01
1.020.01
N/A0.01
Mean Annual Return
0.70.01
1.060.01
N/A0.01
R-squared
99.040.94
98.850.95
N/A0.95
Standard Deviation
17.50.17
18.960.19
N/A0.15
Sharpe Ratio
0.30
0.560.01
N/A0.01
Treynor Ratio
4.020.03
9.110.1
N/A0.1
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