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RiverSource Int Tax-Exempt A (INFAX)
On
Nov 30
:
5.26
0.00
(0.00%)
MORE ON INFAX
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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
(2006)
:
3.78%
Worst 1 Yr Total Return
(2008)
:
-2.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INFAX
Category
Alpha (against Standard Index)
-1.00
-0.48
Beta (against Standard Index)
0.90
0.85
Mean Annual Return
2.97
0.29
R-squared (against Standard Index)
96
90.10
Standard Deviation
5.49
5.40
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.61
N/A
5 Years
Statistic
INFAX
Category
Alpha (against Standard Index)
-1.30
-0.83
Beta (against Standard Index)
0.90
0.85
Mean Annual Return
2.72
0.27
R-squared (against Standard Index)
96
90.34
Standard Deviation
4.52
4.41
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.34
N/A
10 Years
Statistic
INFAX
Category
Alpha (against Standard Index)
-1.31
-0.73
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
3.97
0.38
R-squared (against Standard Index)
91
92.14
Standard Deviation
4.27
4.29
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.14
N/A
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