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RiverSource Strategic Allocation B (IMRBX)
On
Jan 6
:
8.90
0.01
(0.11%)
MORE ON IMRBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.27%
Worst 1 Yr Total Return
(2008)
:
-30.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IMRBX
Category
Alpha (against Standard Index)
-5.27
-2.96
Beta (against Standard Index)
1.15
1.07
Mean Annual Return
-4.60
-0.09
R-squared (against Standard Index)
94
93.10
Standard Deviation
15.83
14.78
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-5.96
N/A
5 Years
Statistic
IMRBX
Category
Alpha (against Standard Index)
-3.27
-2.53
Beta (against Standard Index)
1.18
1.06
Mean Annual Return
1.59
0.24
R-squared (against Standard Index)
93
92.17
Standard Deviation
13.22
11.94
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.19
N/A
10 Years
Statistic
IMRBX
Category
Alpha (against Standard Index)
-3.79
-2.27
Beta (against Standard Index)
1.18
1.06
Mean Annual Return
1.26
0.27
R-squared (against Standard Index)
94
86.88
Standard Deviation
12.10
11.38
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.42
N/A
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