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RiverSource Dividend Opportunity B (IUTBX)
On
Dec 1
:
6.84
0.10
(1.48%)
MORE ON IUTBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
22.48%
Worst 1 Yr Total Return
(2008)
:
-36.47%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IUTBX
Category
Alpha (against Standard Index)
-0.02
-1.05
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-6.70
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
19.17
20.65
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.45
N/A
5 Years
Statistic
IUTBX
Category
Alpha (against Standard Index)
1.34
0.04
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
1.80
0.14
R-squared (against Standard Index)
94
93.13
Standard Deviation
15.68
16.85
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.28
N/A
10 Years
Statistic
IUTBX
Category
Alpha (against Standard Index)
-0.48
2.54
Beta (against Standard Index)
0.72
0.88
Mean Annual Return
-0.53
0.27
R-squared (against Standard Index)
60
80.76
Standard Deviation
15.00
15.89
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.86
N/A
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