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RiverSource High Yield Bond A (INEAX)
On
Dec 7
:
2.60
0.00
(0.00%)
MORE ON INEAX
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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
(2004)
:
11.78%
Worst 1 Yr Total Return
(2008)
:
-24.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INEAX
Category
Alpha (against Standard Index)
-0.25
-3.12
Beta (against Standard Index)
0.92
1.16
Mean Annual Return
4.68
0.31
R-squared (against Standard Index)
6
10.86
Standard Deviation
14.78
15.35
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.48
N/A
5 Years
Statistic
INEAX
Category
Alpha (against Standard Index)
1.71
-0.09
Beta (against Standard Index)
0.75
0.92
Mean Annual Return
5.68
0.40
R-squared (against Standard Index)
6
8.80
Standard Deviation
11.60
12.20
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.54
N/A
10 Years
Statistic
INEAX
Category
Alpha (against Standard Index)
1.36
0.55
Beta (against Standard Index)
0.36
0.51
Mean Annual Return
5.09
0.43
R-squared (against Standard Index)
2
3.74
Standard Deviation
10.01
10.75
Sharpe Ratio
0.25
N/A
Treynor Ratio
5.85
N/A
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