L&G Russell 2000 US Small Cap ETF GBP (LSE:RTWP) - ETF price


ETF Report

L&G Russell 2000 US Small Cap UCITS ETF (GBP) RTWP

Morningstar Rating™ (Relative to Category) 31/10/2019
 Morningstar ReturnMorningstar Risk (Rel to Cat)Morningstar Rating™
Category: US Small-Cap EquityClick here to see our Methodology
3-YearAverageAverageStarRatingValueLabel_3
5-YearBelow AverageAverageStarRatingValueLabel_3
10-YearAverageAverageStarRatingValueLabel_3
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Modern Portfolio Statistics 31/10/2019
 Standard Index
Russell 2000 TR USD
Best Fit Index
3-Yr R-Squared96.43-
3-Yr Beta0.98-
3-Yr Alpha-0.58-
Return/Risk Analysis 31/10/2019
Risk Measurement1 Year3 Years5 Years
Standard Deviation18.9315.1514.46
3-Yr Mean Return4.699.3912.60
Sharpe Ratio0.200.560.79
Sortino Ratio---
Positive Months72239
Negative Months51421
Worst Month-11.56-11.56-11.56
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