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Columbia Balanced A (CBLAX)
On
Dec 29
:
24.01
0.00
(0.00%)
MORE ON CBLAX
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Research Reports
Risk
As of 30-Nov-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)
:
10.38%
Worst 1 Yr Total Return
(2008)
:
-23.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CBLAX
Category
Alpha (against Standard Index)
1.37
-2.96
Beta (against Standard Index)
0.98
1.07
Mean Annual Return
2.40
-0.09
R-squared (against Standard Index)
96
93.10
Standard Deviation
13.34
14.78
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.13
N/A
5 Years
Statistic
CBLAX
Category
Alpha (against Standard Index)
0.28
-2.53
Beta (against Standard Index)
0.98
1.06
Mean Annual Return
5.04
0.24
R-squared (against Standard Index)
93
92.17
Standard Deviation
10.95
11.94
Sharpe Ratio
0.24
N/A
Treynor Ratio
2.10
N/A
10 Years
Statistic
CBLAX
Category
Alpha (against Standard Index)
-2.12
-2.27
Beta (against Standard Index)
1.02
1.06
Mean Annual Return
2.74
0.27
R-squared (against Standard Index)
92
86.88
Standard Deviation
10.62
11.38
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.18
N/A
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