Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INMUX (RiverSource Balanced A) | NA | 16.22% | 1.33% | 3.19% | 2.09% | 3.25% | 5.48% | 7.10% |
Data as of 05/18/2011, AR inception is 01/03/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INMUX (RiverSource Balanced A) | 01/03/1986 | 05/18/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 16.22 | 1.33 | 3.19 | 2.09 | 3.25 | 5.48 | 7.10 | 4.29 | 12.32 | 24.42 | -29.64 | 1.63 | 14.97 | 3.57 | 8.40 | 19.52 | -15.16 | -12.70 | -11.07 | 7.37 | 9.30 | 18.88 | 13.59 | 25.03 | -2.96 | 14.40 | 10.47 | 23.71 | -3.03 | 18.67 | 15.62 | 5.90 | 23.80 |
| Sharpe Ratio | NA | 1.44 | 0.06 | 0.12 | 0.05 | NA | NA | 0.20 | 1.44 | 0.97 | 1.30 | -1.14 | -0.14 | 1.77 | 0.21 | 1.08 | 1.88 | -1.04 | -0.85 | -0.95 | 0.27 | 0.56 | -4.83 | 1.41 | 4.23 | -0.94 | 2.33 | 1.45 | 2.27 | -0.91 | 1.62 | 1.11 | 0.08 | 2.19 |
| Standard Deviation(%) | NA | 11.18 | 19.98 | 16.86 | 14.23 | NA | NA | 12.42 | 8.13 | 12.59 | 18.78 | 26.75 | 10.29 | 6.64 | 6.70 | 6.89 | 10.03 | 15.57 | 17.97 | 15.97 | 15.09 | 10.64 | 7.50 | 7.11 | 5.00 | 6.28 | 5.27 | 5.51 | 8.75 | 9.13 | 7.99 | 9.83 | 22.52 | 9.01 |
| Draw Down(%) | NA | 6.04 | 40.62 | 44.51 | 44.51 | NA | NA | 44.51 | 4.29 | 11.74 | 19.09 | 38.66 | 7.61 | 4.73 | 4.57 | 6.12 | 8.71 | 24.75 | 26.95 | 16.43 | 10.57 | 11.85 | 5.61 | 3.58 | 1.95 | 7.99 | 3.29 | 2.64 | 3.20 | 12.77 | 4.57 | 4.71 | 24.15 | 5.22 |
| Yield(%) | 0.00 | 1.59 | 1.90 | 2.27 | 1.95 | 4.50 | 6.24 | 7.69 | 0.00 | 1.93 | 2.66 | 2.66 | 2.47 | 2.41 | 2.41 | 1.35 | 2.09 | 2.33 | 1.78 | 2.39 | 9.65 | 14.22 | 16.64 | 10.25 | 5.91 | 8.66 | 10.23 | 12.13 | 8.73 | 8.96 | 12.98 | 11.83 | 17.03 | 16.58 |
Data as of 05/18/2011, AR inception is 01/03/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INMUX (RiverSource Balanced A) |
-13.69%
Mar 2000 - Mar 2003 |
-6.87%
Mar 1998 - Mar 2003 |
-3.69%
Feb 1999 - Feb 2009 |
1.36%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INMUX (RiverSource Balanced A) |
19.28%
Mar 1995 - Mar 1998 |
14.82%
Jun 1994 - Jun 1999 |
13.43%
Nov 1987 - Nov 1997 |
9.74%
Feb 1986 - Feb 2001 |
Annualized Rolling Returns Comparison Chart