Dow Down1.60% Nasdaq Down0.39%

Columbia Asia Pacific ex-Japan A (CAJAX)

8.50 Down 0.10(1.16%) Feb 11

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2012):21.45%
Worst 1 Yr Total Return(Dec 30, 2011):-17.80%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCAJAXCategory
Alpha (against Standard Index)-1.13-1.06
Beta (against Standard Index)0.930.89
Mean Annual Return-0.20-0.19
R-squared (against Standard Index)79.2870.55
Standard Deviation13.2413.60
Sharpe Ratio-0.19-0.17
Treynor Ratio-3.55-3.45
5 Years
StatisticCAJAXCategory
Alpha (against Standard Index)-0.540.50
Beta (against Standard Index)1.030.96
Mean Annual Return0.010.09
R-squared (against Standard Index)81.9775.00
Standard Deviation17.3517.01
Sharpe Ratio0.000.07
Treynor Ratio-1.43-0.17
10 Years
StatisticCAJAXCategory
Alpha (against Standard Index)N/A4.57
Beta (against Standard Index)N/A1.05
Mean Annual ReturnN/A0.67
R-squared (against Standard Index)N/A82.79
Standard DeviationN/A22.12
Sharpe RatioN/A0.32
Treynor RatioN/A4.49