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RiverSource Equity Value R2 (REVRX)
On
Dec 28
:
9.30
0.01
(0.11%)
MORE ON REVRX
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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)
:
6.50%
Worst 1 Yr Total Return
(2008)
:
-39.46%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
REVRX
Category
Alpha (against Standard Index)
0.11
-1.37
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
-6.29
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
21.25
20.79
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.09
N/A
5 Years
Statistic
REVRX
Category
Alpha (against Standard Index)
1.58
-0.29
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
2.00
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
17.47
16.81
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.93
N/A
10 Years
Statistic
REVRX
Category
Alpha (against Standard Index)
2.07
2.74
Beta (against Standard Index)
1.02
0.88
Mean Annual Return
1.24
0.31
R-squared (against Standard Index)
88
81.33
Standard Deviation
17.54
15.97
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.66
N/A
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