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    Columbia Greater China R5 (CGCRX)

    36.80 Down 0.12(0.33%) Jul 25

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up2
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):13.79%
    Worst 1 Yr Total Return(Dec 30, 2015):-0.20%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)6.032.50
    Beta (against Standard Index)1.061.03
    Mean Annual Return0.680.38
    R-squared (against Standard Index)56.8156.12
    Standard Deviation18.7218.44
    Sharpe Ratio0.430.23
    Treynor Ratio6.142.73
    5 Years
    Alpha (against Standard Index)1.270.51
    Beta (against Standard Index)1.151.05
    Mean Annual Return0.230.16
    R-squared (against Standard Index)70.6967.82
    Standard Deviation21.3319.90
    Sharpe Ratio0.130.08
    Treynor Ratio0.35-0.23
    10 Years
    Alpha (against Standard Index)6.695.16
    Beta (against Standard Index)1.121.06
    Mean Annual Return0.900.76
    R-squared (against Standard Index)65.7868.50
    Standard Deviation26.4324.60
    Sharpe Ratio0.370.33
    Treynor Ratio5.824.90