Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 09/23/2011.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ADIEX (RiverSource S & P 500 Index Z ) | NA | 3.73% | 1.20% | 0.92% | 3.91% | NA | NA | 0.98% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADIEX (RiverSource S & P 500 Index Z ) | 01/22/2001 | 09/23/2011 |
The return data shown below all have the same latest date: 09/23/2011.
AR inception is since 01/22/2001.
AR inception is since 01/22/2001.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.73 | 1.20 | 0.92 | 3.91 | NA | NA | 0.98 | -7.62 | 15.32 | 26.39 | -36.84 | 14.58 | 15.43 | 4.62 | 10.21 | 27.95 | -22.97 | -13.75 |
| Sharpe Ratio | NA | 0.22 | 0.04 | 0.00 | 0.14 | NA | NA | -0.02 | -0.57 | 0.84 | 0.96 | -0.92 | 0.64 | 1.22 | 0.23 | 0.83 | 1.61 | -0.93 | -0.81 |
| Standard Deviation(%) | NA | 16.92 | 29.54 | 26.23 | 22.06 | NA | NA | 21.74 | 17.97 | 18.06 | 27.44 | 40.80 | 18.13 | 10.01 | 10.46 | 11.22 | 16.96 | 25.94 | 20.98 |
| Draw Down(%) | NA | 19.43 | 43.27 | 53.36 | 53.36 | NA | NA | 53.36 | 19.43 | 15.48 | 27.18 | 47.71 | 9.97 | 7.39 | 7.16 | 7.56 | 13.81 | 32.89 | 29.40 |
| Yield(%) | 0.00 | 1.74 | 3.53 | 5.73 | 4.48 | 2.25 | 1.68 | 3.37 | 0.00 | 1.76 | 2.53 | 6.05 | 17.28 | 1.71 | 1.66 | 1.86 | 1.53 | 0.00 | 1.19 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADIEX (RiverSource S & P 500 Index Z ) |
-12.71%
Feb 2006 - Feb 2009 |
-5.19%
Feb 2004 - Feb 2009 |
2.65%
Aug 2001 - Aug 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADIEX (RiverSource S & P 500 Index Z ) |
16.66%
Feb 2003 - Feb 2006 |
14.70%
Sep 2002 - Sep 2007 |
3.88%
Mar 2001 - Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart