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Russell Investment Company II plc - Russell Investments U.S. Quant Fund (0P000019ZC.L)

LSE - LSE Delayed price. Currency in GBp (0.01 GBP)
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7,291.00-9.00 (-0.12%)
At close: 09:00PM BST

Risk overview

Morningstar risk rating★★★
Number of years up16
Number of years down5
Best 1-yr total return (27 Jun 2024)31.09%
Worst 1-yr total return (27 Jun 2024)N/A

Risk statistics

3 years
0P000019ZC.LCategory average
5 years
0P000019ZC.LCategory average
10 years
0P000019ZC.LCategory average
Alpha
0.24N/A
-0.4N/A
-1.2N/A
BETA
0.96N/A
0.97N/A
0.99N/A
Mean annual return
0.79N/A
1.24N/A
0.92N/A
R-squared
98.83N/A
98.69N/A
98.52N/A
Standard deviation
17.28N/A
18.04N/A
15.39N/A
Sharpe ratio
0.36N/A
0.7N/A
0.62N/A
Treynor ratio
5.23N/A
12.24N/A
8.92N/A