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Columbia Acorn USA Z (AUSAX)
On
Dec 4
:
22.08
0.45
(2.08%)
MORE ON AUSAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
20.62%
Worst 1 Yr Total Return
(2008)
:
-39.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AUSAX
Category
Alpha (against Standard Index)
1.83
1.71
Beta (against Standard Index)
1.16
1.15
Mean Annual Return
-7.21
-0.40
R-squared (against Standard Index)
93
85.55
Standard Deviation
23.41
24.28
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.32
N/A
5 Years
Statistic
AUSAX
Category
Alpha (against Standard Index)
2.00
1.12
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
1.48
0.21
R-squared (against Standard Index)
90
81.02
Standard Deviation
19.52
21.15
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.32
N/A
10 Years
Statistic
AUSAX
Category
Alpha (against Standard Index)
7.03
5.25
Beta (against Standard Index)
1.03
1.18
Mean Annual Return
5.50
0.43
R-squared (against Standard Index)
71
56.73
Standard Deviation
19.65
25.52
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.46
N/A
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