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RiverSource Int Tax-Exempt B (INFBX)
On
Dec 1
:
5.26
0.00
(0.00%)
MORE ON INFBX
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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)
:
2.99%
Worst 1 Yr Total Return
(2008)
:
-3.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
INFBX
Category
Alpha (against Standard Index)
-1.79
-0.48
Beta (against Standard Index)
0.92
0.85
Mean Annual Return
2.19
0.29
R-squared (against Standard Index)
95
90.10
Standard Deviation
5.63
5.40
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.24
N/A
5 Years
Statistic
INFBX
Category
Alpha (against Standard Index)
-2.03
-0.83
Beta (against Standard Index)
0.92
0.85
Mean Annual Return
1.98
0.27
R-squared (against Standard Index)
95
90.34
Standard Deviation
4.62
4.41
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-1.13
N/A
10 Years
Statistic
INFBX
Category
Alpha (against Standard Index)
-2.11
-0.73
Beta (against Standard Index)
0.90
0.88
Mean Annual Return
3.19
0.38
R-squared (against Standard Index)
91
92.14
Standard Deviation
4.35
4.29
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.25
N/A
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