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Columbia Blended Equity A (CBDAX)
On
Jan 6
:
22.28
0.03
(0.13%)
MORE ON CBDAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBDAX
Category
Alpha (against Standard Index)
0.04
0.06
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-5.75
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
20.06
20.42
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-8.10
N/A
5 Years
Statistic
CBDAX
Category
Alpha (against Standard Index)
0.11
0.04
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
0.78
0.17
R-squared (against Standard Index)
95
95.19
Standard Deviation
16.28
16.64
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.23
N/A
10 Years
Statistic
CBDAX
Category
Alpha (against Standard Index)
-0.55
0.81
Beta (against Standard Index)
0.98
0.96
Mean Annual Return
-1.09
0.14
R-squared (against Standard Index)
96
91.13
Standard Deviation
16.25
16.39
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.08
N/A
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