Dow Up0.25% Nasdaq Up0.65%

Columbia Disciplined Core A (AQEAX)

9.74 Up 0.03(0.31%) May 27

Risk as of Apr 29, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:4
Number of Years Up11
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):33.53%
Worst 1 Yr Total Return(Dec 30, 2008):-38.74%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-0.36-1.74
Beta (against Standard Index)1.041.00
Mean Annual Return0.950.80
R-squared (against Standard Index)97.1394.06
Standard Deviation11.9711.67
Sharpe Ratio0.950.82
Treynor Ratio10.789.28
5 Years
Alpha (against Standard Index)-0.02-1.92
Beta (against Standard Index)1.031.03
Mean Annual Return0.960.80
R-squared (against Standard Index)97.3295.02
Standard Deviation12.7612.84
Sharpe Ratio0.900.75
Treynor Ratio10.898.94
10 Years
Alpha (against Standard Index)-0.64-0.87
Beta (against Standard Index)1.031.00
Mean Annual Return0.620.59
R-squared (against Standard Index)97.9695.48
Standard Deviation15.9615.74
Sharpe Ratio0.400.38
Treynor Ratio5.154.94