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RiverSource Absolute Ret Ccy & Inc C (RARCX)
On
Jan 6
:
9.92
0.01
(0.10%)
MORE ON RARCX
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Research Reports
Risk
As of 30-Nov-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)
:
5.48%
Worst 1 Yr Total Return
(2008)
:
0.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RARCX
Category
Alpha (against Standard Index)
0.39
-0.15
Beta (against Standard Index)
-0.21
0.36
Mean Annual Return
1.74
0.30
R-squared (against Standard Index)
8
33.68
Standard Deviation
3.33
3.31
Sharpe Ratio
-0.15
N/A
Treynor Ratio
2.49
N/A
5 Years
Statistic
RARCX
Category
Alpha (against Standard Index)
N/A
-0.52
Beta (against Standard Index)
N/A
0.38
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
36.19
Standard Deviation
N/A
2.73
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RARCX
Category
Alpha (against Standard Index)
N/A
-0.19
Beta (against Standard Index)
N/A
0.43
Mean Annual Return
N/A
0.35
R-squared (against Standard Index)
N/A
45.24
Standard Deviation
N/A
2.61
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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