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RiverSource Absolute Ret Ccy & Inc A (RARAX)
On
Dec 7
:
9.90
0.02
(0.20%)
MORE ON RARAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.02%
Worst 1 Yr Total Return
(2008)
:
1.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RARAX
Category
Alpha (against Standard Index)
1.41
-0.26
Beta (against Standard Index)
-0.19
0.38
Mean Annual Return
3.07
0.30
R-squared (against Standard Index)
6
32.40
Standard Deviation
3.22
3.42
Sharpe Ratio
0.22
N/A
Treynor Ratio
-3.51
N/A
5 Years
Statistic
RARAX
Category
Alpha (against Standard Index)
N/A
-0.58
Beta (against Standard Index)
N/A
0.40
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
36.30
Standard Deviation
N/A
2.80
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RARAX
Category
Alpha (against Standard Index)
N/A
-0.21
Beta (against Standard Index)
N/A
0.44
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
45.80
Standard Deviation
N/A
2.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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