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RiverSource Equity Value B (INEGX)
On
Dec 4
:
9.16
0.03
(0.33%)
MORE ON INEGX
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Risk
As of 31-Oct-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)
:
19.48%
Worst 1 Yr Total Return
(2008)
:
-39.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INEGX
Category
Alpha (against Standard Index)
0.20
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-7.62
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
21.13
20.65
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-9.40
N/A
5 Years
Statistic
INEGX
Category
Alpha (against Standard Index)
1.92
0.04
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
1.88
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
17.60
16.85
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.06
N/A
10 Years
Statistic
INEGX
Category
Alpha (against Standard Index)
1.88
2.54
Beta (against Standard Index)
1.02
0.88
Mean Annual Return
0.64
0.27
R-squared (against Standard Index)
88
80.76
Standard Deviation
17.50
15.89
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.29
N/A
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