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RiverSource Global Bond I (AGBIX)
On
Dec 15
:
7.12
0.05
(0.70%)
MORE ON AGBIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
7.76%
Worst 1 Yr Total Return
(2005)
:
-4.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AGBIX
Category
Alpha (against Standard Index)
-0.79
-1.26
Beta (against Standard Index)
1.50
1.48
Mean Annual Return
7.48
0.58
R-squared (against Standard Index)
64
50.87
Standard Deviation
7.69
8.83
Sharpe Ratio
0.68
N/A
Treynor Ratio
3.48
N/A
5 Years
Statistic
AGBIX
Category
Alpha (against Standard Index)
-0.86
-1.05
Beta (against Standard Index)
1.33
1.29
Mean Annual Return
5.29
0.42
R-squared (against Standard Index)
53
44.83
Standard Deviation
6.62
7.36
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.73
N/A
10 Years
Statistic
AGBIX
Category
Alpha (against Standard Index)
-0.51
0.03
Beta (against Standard Index)
1.25
1.06
Mean Annual Return
6.64
0.55
R-squared (against Standard Index)
49
39.47
Standard Deviation
6.64
6.68
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.99
N/A
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