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Wednesday, January 6, 2010, 9:48PM ET - U.S. Markets Closed.
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RiverSource Mid Cap Value A (AMVAX)
On
Jan 6
:
6.59
0.01
(0.15%)
MORE ON AMVAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
23.80%
Worst 1 Yr Total Return
(2008)
:
-44.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMVAX
Category
Alpha (against Standard Index)
1.77
0.96
Beta (against Standard Index)
1.23
1.15
Mean Annual Return
-6.60
-0.33
R-squared (against Standard Index)
94
89.96
Standard Deviation
25.15
24.07
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.22
N/A
5 Years
Statistic
AMVAX
Category
Alpha (against Standard Index)
3.44
1.28
Beta (against Standard Index)
1.23
1.16
Mean Annual Return
3.12
0.26
R-squared (against Standard Index)
92
88.97
Standard Deviation
20.60
19.80
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.10
N/A
10 Years
Statistic
AMVAX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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