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RiverSource Mid Cap Growth B (IDQBX)
On
Nov 30
:
7.13
0.01
(0.14%)
MORE ON IDQBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
13.08%
Worst 1 Yr Total Return
(2008)
:
-45.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IDQBX
Category
Alpha (against Standard Index)
10.63
3.31
Beta (against Standard Index)
1.31
1.09
Mean Annual Return
-0.92
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
27.55
23.37
Sharpe Ratio
0.02
N/A
Treynor Ratio
-2.55
N/A
5 Years
Statistic
IDQBX
Category
Alpha (against Standard Index)
3.47
2.25
Beta (against Standard Index)
1.30
1.13
Mean Annual Return
2.08
0.31
R-squared (against Standard Index)
83
81.04
Standard Deviation
22.73
20.00
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.73
N/A
10 Years
Statistic
IDQBX
Category
Alpha (against Standard Index)
4.04
4.42
Beta (against Standard Index)
1.15
1.13
Mean Annual Return
1.56
0.37
R-squared (against Standard Index)
70
60.91
Standard Deviation
22.16
23.71
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.23
N/A
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