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RiverSource Diversified Bond I (RDBIX)
On
Dec 8
:
4.87
0.01
(0.21%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.73%
Worst 1 Yr Total Return
(2008)
:
-6.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RDBIX
Category
Alpha (against Standard Index)
-0.14
-1.72
Beta (against Standard Index)
0.73
1.02
Mean Annual Return
5.06
0.39
R-squared (against Standard Index)
38
59.27
Standard Deviation
4.73
5.93
Sharpe Ratio
0.55
N/A
Treynor Ratio
3.63
N/A
5 Years
Statistic
RDBIX
Category
Alpha (against Standard Index)
-0.11
-1.05
Beta (against Standard Index)
0.76
0.98
Mean Annual Return
4.41
0.33
R-squared (against Standard Index)
48
61.87
Standard Deviation
3.97
4.88
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.83
N/A
10 Years
Statistic
RDBIX
Category
Alpha (against Standard Index)
-0.46
-0.65
Beta (against Standard Index)
0.81
0.96
Mean Annual Return
5.18
0.45
R-squared (against Standard Index)
61
71.12
Standard Deviation
3.91
4.47
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.72
N/A
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