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RiverSource Dividend Opportunity R3 (RSOTX)
On
Dec 24
:
6.99
0.04
(0.58%)
MORE ON RSOTX
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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
RSOTX
Category
Alpha (against Standard Index)
0.77
-1.37
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
-4.76
-0.45
R-squared (against Standard Index)
97
94.58
Standard Deviation
19.47
20.79
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-7.28
N/A
5 Years
Statistic
RSOTX
Category
Alpha (against Standard Index)
1.92
-0.29
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
2.77
0.14
R-squared (against Standard Index)
94
93.49
Standard Deviation
15.73
16.81
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.24
N/A
10 Years
Statistic
RSOTX
Category
Alpha (against Standard Index)
0.70
2.74
Beta (against Standard Index)
0.73
0.88
Mean Annual Return
0.90
0.31
R-squared (against Standard Index)
61
81.33
Standard Deviation
15.12
15.97
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-2.80
N/A
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