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RiverSource Discp Sm & Md Cap Eq W (RSEWX)
On
Dec 29
:
7.24
0.02
(0.28%)
MORE ON RSEWX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-10.27%
Worst 1 Yr Total Return
(2008)
:
-35.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSEWX
Category
Alpha (against Standard Index)
-4.31
0.96
Beta (against Standard Index)
1.17
1.15
Mean Annual Return
-11.67
-0.33
R-squared (against Standard Index)
90
89.96
Standard Deviation
24.41
24.07
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-11.95
N/A
5 Years
Statistic
RSEWX
Category
Alpha (against Standard Index)
N/A
1.28
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.26
R-squared (against Standard Index)
N/A
88.97
Standard Deviation
N/A
19.80
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
RSEWX
Category
Alpha (against Standard Index)
N/A
7.57
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.92
Standard Deviation
N/A
18.20
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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