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RiverSource Infl Protected Secs A (APSAX)
On
Dec 23
:
10.04
0.02
(0.20%)
MORE ON APSAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
10.94%
Worst 1 Yr Total Return
(2008)
:
-0.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
APSAX
Category
Alpha (against Standard Index)
-2.83
-3.31
Beta (against Standard Index)
1.65
1.62
Mean Annual Return
5.88
0.46
R-squared (against Standard Index)
60
54.38
Standard Deviation
8.79
9.18
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.18
N/A
5 Years
Statistic
APSAX
Category
Alpha (against Standard Index)
-1.80
-1.69
Beta (against Standard Index)
1.53
1.52
Mean Annual Return
4.77
0.42
R-squared (against Standard Index)
61
56.44
Standard Deviation
7.18
7.42
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.17
N/A
10 Years
Statistic
APSAX
Category
Alpha (against Standard Index)
N/A
-0.86
Beta (against Standard Index)
N/A
1.34
Mean Annual Return
N/A
0.56
R-squared (against Standard Index)
N/A
57.15
Standard Deviation
N/A
6.77
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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