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Columbia Large Core Quantitative A (AQEAX)

9.24 Up 0.03(0.33%) Aug 20

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
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
StatisticAQEAXCategory
Alpha (against Standard Index)-0.56-2.13
Beta (against Standard Index)1.051.05
Mean Annual Return1.391.25
R-squared (against Standard Index)97.4895.16
Standard Deviation13.0013.08
Sharpe Ratio1.281.15
Treynor Ratio16.1614.59
5 Years
StatisticAQEAXCategory
Alpha (against Standard Index)0.34-1.58
Beta (against Standard Index)1.021.02
Mean Annual Return1.431.28
R-squared (against Standard Index)97.8895.73
Standard Deviation13.6413.81
Sharpe Ratio1.261.11
Treynor Ratio17.0715.01
10 Years
StatisticAQEAXCategory
Alpha (against Standard Index)-0.28-0.44
Beta (against Standard Index)1.041.01
Mean Annual Return0.730.70
R-squared (against Standard Index)97.7195.06
Standard Deviation15.3815.24
Sharpe Ratio0.470.45
Treynor Ratio6.065.91