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RiverSource Mid Cap Growth R4 (IESYX)
On
Dec 1
:
8.99
0.15
(1.70%)
MORE ON IESYX
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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)
:
14.13%
Worst 1 Yr Total Return
(2008)
:
-44.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IESYX
Category
Alpha (against Standard Index)
11.67
3.31
Beta (against Standard Index)
1.31
1.09
Mean Annual Return
0.09
-0.23
R-squared (against Standard Index)
86
84.23
Standard Deviation
27.59
23.37
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.77
N/A
5 Years
Statistic
IESYX
Category
Alpha (against Standard Index)
4.45
2.25
Beta (against Standard Index)
1.30
1.13
Mean Annual Return
3.08
0.31
R-squared (against Standard Index)
83
81.04
Standard Deviation
22.76
20.00
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.04
N/A
10 Years
Statistic
IESYX
Category
Alpha (against Standard Index)
5.00
4.42
Beta (against Standard Index)
1.15
1.13
Mean Annual Return
2.53
0.37
R-squared (against Standard Index)
69
60.91
Standard Deviation
22.18
23.71
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.38
N/A
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