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Columbia Balanced Z (CBALX)
On
Dec 1
:
23.91
0.19
(0.80%)
MORE ON CBALX
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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
(2006)
:
10.66%
Worst 1 Yr Total Return
(2008)
:
-23.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBALX
Category
Alpha (against Standard Index)
1.56
-2.88
Beta (against Standard Index)
0.98
1.08
Mean Annual Return
2.08
-0.13
R-squared (against Standard Index)
95
93.44
Standard Deviation
13.23
14.69
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.34
N/A
5 Years
Statistic
CBALX
Category
Alpha (against Standard Index)
0.51
-2.47
Beta (against Standard Index)
0.98
1.06
Mean Annual Return
5.13
0.23
R-squared (against Standard Index)
93
92.52
Standard Deviation
10.92
11.89
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.15
N/A
10 Years
Statistic
CBALX
Category
Alpha (against Standard Index)
-1.81
-2.17
Beta (against Standard Index)
1.02
1.05
Mean Annual Return
2.87
0.26
R-squared (against Standard Index)
91
86.72
Standard Deviation
10.59
11.31
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.10
N/A
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