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    Columbia Capital Allocation Cnsrv A (ABDAX)

    9.90 0.00(0.00%) Jul 22

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):15.86%
    Worst 1 Yr Total Return(Dec 30, 2008):-11.91%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticABDAXCategory
    Alpha (against Standard Index)0.810.26
    Beta (against Standard Index)0.520.52
    Mean Annual Return0.320.27
    R-squared (against Standard Index)90.8480.55
    Standard Deviation3.824.11
    Sharpe Ratio0.980.83
    Treynor Ratio7.176.50
    5 Years
    StatisticABDAXCategory
    Alpha (against Standard Index)1.090.10
    Beta (against Standard Index)0.470.55
    Mean Annual Return0.330.29
    R-squared (against Standard Index)87.0984.39
    Standard Deviation3.974.73
    Sharpe Ratio0.970.75
    Treynor Ratio8.176.36
    10 Years
    StatisticABDAXCategory
    Alpha (against Standard Index)1.160.10
    Beta (against Standard Index)0.470.60
    Mean Annual Return0.380.34
    R-squared (against Standard Index)91.0285.15
    Standard Deviation4.896.41
    Sharpe Ratio0.730.52
    Treynor Ratio7.555.28