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RiverSource Dividend Opportunity C (ACUIX)
On
Dec 8
:
6.77
0.08
(1.17%)
MORE ON ACUIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.40%
Worst 1 Yr Total Return
(2008)
:
-36.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ACUIX
Category
Alpha (against Standard Index)
0.06
-1.05
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-6.65
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
19.22
20.65
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.37
N/A
5 Years
Statistic
ACUIX
Category
Alpha (against Standard Index)
1.37
0.04
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
1.83
0.14
R-squared (against Standard Index)
94
93.13
Standard Deviation
15.70
16.85
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.25
N/A
10 Years
Statistic
ACUIX
Category
Alpha (against Standard Index)
-0.46
2.54
Beta (against Standard Index)
0.72
0.88
Mean Annual Return
-0.51
0.27
R-squared (against Standard Index)
60
80.76
Standard Deviation
15.00
15.89
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.83
N/A
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