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RiverSource Disciplined Intl Equity R4 (RDIRX)
On
Jan 6
:
7.40
0.04
(0.54%)
MORE ON RDIRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.31%
Worst 1 Yr Total Return
(2008)
:
-48.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RDIRX
Category
Alpha (against Standard Index)
-1.44
0.11
Beta (against Standard Index)
1.13
1.02
Mean Annual Return
-8.30
-0.23
R-squared (against Standard Index)
97
95.97
Standard Deviation
27.29
24.84
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-9.39
N/A
5 Years
Statistic
RDIRX
Category
Alpha (against Standard Index)
N/A
0.08
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.51
R-squared (against Standard Index)
N/A
95.66
Standard Deviation
N/A
20.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RDIRX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
92.61
Standard Deviation
N/A
18.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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