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RiverSource Dividend Opportunity R4 (RSORX)
On
Dec 23
:
6.96
0.03
(0.43%)
MORE ON RSORX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.58%
Worst 1 Yr Total Return
(2008)
:
-35.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSORX
Category
Alpha (against Standard Index)
1.13
-1.37
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-4.43
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
19.49
20.79
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-6.93
N/A
5 Years
Statistic
RSORX
Category
Alpha (against Standard Index)
2.18
-0.29
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
3.04
0.14
R-squared (against Standard Index)
94
93.49
Standard Deviation
15.71
16.81
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.06
N/A
10 Years
Statistic
RSORX
Category
Alpha (against Standard Index)
0.95
2.74
Beta (against Standard Index)
0.73
0.88
Mean Annual Return
1.13
0.31
R-squared (against Standard Index)
61
81.33
Standard Deviation
15.14
15.97
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.47
N/A
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