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RiverSource California Tax-Exempt A (ICALX)
On
Dec 8
:
4.93
0.01
(0.20%)
MORE ON ICALX
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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)
:
4.64%
Worst 1 Yr Total Return
(2008)
:
-7.36%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ICALX
Category
Alpha (against Standard Index)
-1.88
-2.83
Beta (against Standard Index)
1.26
1.27
Mean Annual Return
2.61
0.16
R-squared (against Standard Index)
93
86.16
Standard Deviation
7.87
8.45
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.15
N/A
5 Years
Statistic
ICALX
Category
Alpha (against Standard Index)
-1.08
-1.51
Beta (against Standard Index)
1.23
1.22
Mean Annual Return
3.25
0.25
R-squared (against Standard Index)
93
86.64
Standard Deviation
6.29
6.60
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.18
N/A
10 Years
Statistic
ICALX
Category
Alpha (against Standard Index)
-1.28
-1.44
Beta (against Standard Index)
1.18
1.19
Mean Annual Return
4.76
0.39
R-squared (against Standard Index)
92
87.45
Standard Deviation
5.71
6.01
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.52
N/A
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