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RiverSource Diversified Equity Income R2 (RDEIX)
On
Dec 29
:
8.84
0.01
(0.11%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.63%
Worst 1 Yr Total Return
(2008)
:
-40.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RDEIX
Category
Alpha (against Standard Index)
-0.32
-1.37
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
-7.18
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
22.23
20.79
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.56
N/A
5 Years
Statistic
RDEIX
Category
Alpha (against Standard Index)
1.84
-0.29
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
2.06
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
18.31
16.81
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.83
N/A
10 Years
Statistic
RDEIX
Category
Alpha (against Standard Index)
4.79
2.74
Beta (against Standard Index)
1.01
0.88
Mean Annual Return
3.98
0.31
R-squared (against Standard Index)
85
81.33
Standard Deviation
17.82
15.97
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.04
N/A
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