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RiverSource Diversified Bond B (ININX)
On
Dec 2
:
4.86
0.01
(0.21%)
MORE ON ININX
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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)
:
4.36%
Worst 1 Yr Total Return
(2008)
:
-7.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ININX
Category
Alpha (against Standard Index)
-1.10
-1.72
Beta (against Standard Index)
0.71
1.02
Mean Annual Return
3.97
0.39
R-squared (against Standard Index)
36
59.27
Standard Deviation
4.74
5.93
Sharpe Ratio
0.34
N/A
Treynor Ratio
2.20
N/A
5 Years
Statistic
ININX
Category
Alpha (against Standard Index)
-1.18
-1.05
Beta (against Standard Index)
0.74
0.98
Mean Annual Return
3.27
0.33
R-squared (against Standard Index)
45
61.87
Standard Deviation
3.98
4.88
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.34
N/A
10 Years
Statistic
ININX
Category
Alpha (against Standard Index)
-1.39
-0.65
Beta (against Standard Index)
0.81
0.96
Mean Annual Return
4.19
0.45
R-squared (against Standard Index)
60
71.12
Standard Deviation
3.91
4.47
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.51
N/A
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