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RiverSource Disciplined Equity A (AQEAX)
On
Nov 30
:
4.70
0.02
(0.43%)
MORE ON AQEAX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.47%
Worst 1 Yr Total Return
(2008)
:
-38.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AQEAX
Category
Alpha (against Standard Index)
-1.89
0.38
Beta (against Standard Index)
1.04
1.00
Mean Annual Return
-9.19
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
20.49
20.09
Sharpe Ratio
-0.48
N/A
Treynor Ratio
-11.20
N/A
5 Years
Statistic
AQEAX
Category
Alpha (against Standard Index)
-0.71
0.26
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-0.59
0.16
R-squared (against Standard Index)
97
94.84
Standard Deviation
16.88
16.47
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-3.46
N/A
10 Years
Statistic
AQEAX
Category
Alpha (against Standard Index)
N/A
0.84
Beta (against Standard Index)
N/A
0.97
Mean Annual Return
N/A
0.11
R-squared (against Standard Index)
N/A
91.16
Standard Deviation
N/A
16.35
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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