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RiverSource Floating Rate R5 (RFRFX)
On
Dec 28
:
8.42
0.01
(0.12%)
MORE ON RFRFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RFRFX
Category
Alpha (against Standard Index)
-2.33
-3.49
Beta (against Standard Index)
0.14
0.17
Mean Annual Return
-0.39
-0.05
R-squared (against Standard Index)
0
0.47
Standard Deviation
13.21
13.94
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-18.73
N/A
5 Years
Statistic
RFRFX
Category
Alpha (against Standard Index)
N/A
-1.49
Beta (against Standard Index)
N/A
0.10
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
0.39
Standard Deviation
N/A
10.59
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RFRFX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
-0.02
Mean Annual Return
N/A
0.25
R-squared (against Standard Index)
N/A
0.04
Standard Deviation
N/A
7.92
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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