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Columbia Retirement 2040 Z (BFHZX)
On
Dec 9
:
9.32
0.02
(0.22%)
MORE ON BFHZX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
9.38%
Worst 1 Yr Total Return
(2008)
:
-37.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BFHZX
Category
Alpha (against Standard Index)
-3.72
-4.79
Beta (against Standard Index)
1.48
1.54
Mean Annual Return
-4.76
-0.33
R-squared (against Standard Index)
96
97.25
Standard Deviation
19.90
20.53
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.84
N/A
5 Years
Statistic
BFHZX
Category
Alpha (against Standard Index)
N/A
-3.60
Beta (against Standard Index)
N/A
1.51
Mean Annual Return
N/A
0.22
R-squared (against Standard Index)
N/A
96.86
Standard Deviation
N/A
16.57
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
BFHZX
Category
Alpha (against Standard Index)
N/A
-5.50
Beta (against Standard Index)
N/A
1.57
Mean Annual Return
N/A
0.08
R-squared (against Standard Index)
N/A
96.14
Standard Deviation
N/A
15.94
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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