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RiverSource Discp Sm & Md Cap Eq I (RDSIX)
On
Dec 2
:
6.94
0.07
(1.02%)
MORE ON RDSIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-9.90%
Worst 1 Yr Total Return
(2008)
:
-35.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RDSIX
Category
Alpha (against Standard Index)
-2.34
2.32
Beta (against Standard Index)
1.19
1.15
Mean Annual Return
-11.50
-0.35
R-squared (against Standard Index)
90
90.18
Standard Deviation
24.42
23.68
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-11.72
N/A
5 Years
Statistic
RDSIX
Category
Alpha (against Standard Index)
N/A
2.22
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.30
R-squared (against Standard Index)
N/A
89.12
Standard Deviation
N/A
19.61
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RDSIX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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