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RiverSource LaSalle Mthly Div Rel Est B (SREBX)
On
Dec 1
:
3.45
0.05
(1.47%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
29.84%
Worst 1 Yr Total Return
(2008)
:
-45.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SREBX
Category
Alpha (against Standard Index)
-4.54
0.21
Beta (against Standard Index)
1.83
1.63
Mean Annual Return
-24.03
-0.83
R-squared (against Standard Index)
60
67.53
Standard Deviation
45.88
38.84
Sharpe Ratio
-0.41
N/A
Treynor Ratio
-14.45
N/A
5 Years
Statistic
SREBX
Category
Alpha (against Standard Index)
-2.55
2.84
Beta (against Standard Index)
1.78
1.61
Mean Annual Return
-8.70
0.30
R-squared (against Standard Index)
59
66.12
Standard Deviation
36.67
31.52
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-6.60
N/A
10 Years
Statistic
SREBX
Category
Alpha (against Standard Index)
N/A
10.64
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.94
R-squared (against Standard Index)
N/A
35.37
Standard Deviation
N/A
24.16
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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