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RiverSource Floating Rate A (RFRAX)
On
Nov 30
:
8.25
0.00
(0.00%)
MORE ON RFRAX
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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:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
1.43%
Worst 1 Yr Total Return
(2008)
:
-30.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RFRAX
Category
Alpha (against Standard Index)
-2.38
-3.45
Beta (against Standard Index)
0.14
0.17
Mean Annual Return
-0.32
-0.04
R-squared (against Standard Index)
0
0.48
Standard Deviation
13.22
14.00
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-19.19
N/A
5 Years
Statistic
RFRAX
Category
Alpha (against Standard Index)
N/A
-1.39
Beta (against Standard Index)
N/A
0.09
Mean Annual Return
N/A
0.15
R-squared (against Standard Index)
N/A
0.38
Standard Deviation
N/A
10.65
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RFRAX
Category
Alpha (against Standard Index)
N/A
0.43
Beta (against Standard Index)
N/A
-0.02
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
0.04
Standard Deviation
N/A
8.14
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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