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RiverSource Equity Value R3 (RSEVX)
On
Dec 2
:
9.19
0.02
(0.22%)
MORE ON RSEVX
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Research Reports
Risk
As of 31-Oct-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)
:
6.76%
Worst 1 Yr Total Return
(2008)
:
-39.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSEVX
Category
Alpha (against Standard Index)
0.90
-1.05
Beta (against Standard Index)
1.07
1.02
Mean Annual Return
-6.96
-0.55
R-squared (against Standard Index)
98
94.27
Standard Deviation
21.10
20.65
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-8.79
N/A
5 Years
Statistic
RSEVX
Category
Alpha (against Standard Index)
2.35
0.04
Beta (against Standard Index)
1.08
1.02
Mean Annual Return
2.32
0.14
R-squared (against Standard Index)
96
93.13
Standard Deviation
17.57
16.85
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.65
N/A
10 Years
Statistic
RSEVX
Category
Alpha (against Standard Index)
2.09
2.54
Beta (against Standard Index)
1.02
0.88
Mean Annual Return
0.86
0.27
R-squared (against Standard Index)
88
80.76
Standard Deviation
17.48
15.89
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.08
N/A
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