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    More On COTZX


    Columbia Thermostat Z (COTZX)

    14.57 0.00(0.00%) Feb 22

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up13
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):32.29%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.53%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCOTZXCategory
    Alpha (against Standard Index)1.08-0.08
    Beta (against Standard Index)0.490.55
    Mean Annual Return0.300.23
    R-squared (against Standard Index)85.5279.63
    Standard Deviation3.514.12
    Sharpe Ratio0.980.67
    Treynor Ratio7.024.75
    5 Years
    StatisticCOTZXCategory
    Alpha (against Standard Index)1.73-0.38
    Beta (against Standard Index)0.580.54
    Mean Annual Return0.480.29
    R-squared (against Standard Index)85.0877.48
    Standard Deviation4.114.10
    Sharpe Ratio1.380.87
    Treynor Ratio9.986.35
    10 Years
    StatisticCOTZXCategory
    Alpha (against Standard Index)-0.330.28
    Beta (against Standard Index)1.120.59
    Mean Annual Return0.500.33
    R-squared (against Standard Index)87.6385.47
    Standard Deviation11.856.35
    Sharpe Ratio0.440.52
    Treynor Ratio4.205.35