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RiverSource Dividend Opportunity I (RSOIX)
On
Dec 4
:
6.93
0.02
(0.29%)
MORE ON RSOIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.85%
Worst 1 Yr Total Return
(2008)
:
-35.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSOIX
Category
Alpha (against Standard Index)
1.15
-1.05
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-5.61
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
19.19
20.65
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.31
N/A
5 Years
Statistic
RSOIX
Category
Alpha (against Standard Index)
2.48
0.04
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
2.97
0.14
R-squared (against Standard Index)
94
93.13
Standard Deviation
15.68
16.85
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.06
N/A
10 Years
Statistic
RSOIX
Category
Alpha (against Standard Index)
0.52
2.54
Beta (against Standard Index)
0.72
0.88
Mean Annual Return
0.47
0.27
R-squared (against Standard Index)
60
80.76
Standard Deviation
15.01
15.89
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.47
N/A
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