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    Columbia Thermostat R4 (CTORX)

    14.61 Down 0.01(0.07%) Aug 25

    Risk as of Jul 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):9.26%
    Worst 1 Yr Total Return(Dec 30, 2015):0.33%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticCTORXCategory
    Alpha (against Standard Index)1.800.29
    Beta (against Standard Index)0.480.53
    Mean Annual Return0.380.27
    R-squared (against Standard Index)85.7579.97
    Standard Deviation3.604.13
    Sharpe Ratio1.230.82
    Treynor Ratio9.296.36
    5 Years
    StatisticCTORXCategory
    Alpha (against Standard Index)1.97-0.26
    Beta (against Standard Index)0.710.56
    Mean Annual Return0.560.29
    R-squared (against Standard Index)82.2984.38
    Standard Deviation6.194.86
    Sharpe Ratio1.070.76
    Treynor Ratio9.326.45
    10 Years
    StatisticCTORXCategory
    Alpha (against Standard Index)-0.230.04
    Beta (against Standard Index)1.120.60
    Mean Annual Return0.560.35
    R-squared (against Standard Index)87.7985.20
    Standard Deviation11.866.42
    Sharpe Ratio0.490.53
    Treynor Ratio4.735.45