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Columbia World Equity A (CGUAX)
On
Dec 24
:
10.88
0.07
(0.65%)
MORE ON CGUAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.61%
Worst 1 Yr Total Return
(2008)
:
-43.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CGUAX
Category
Alpha (against Standard Index)
-0.88
0.27
Beta (against Standard Index)
0.94
0.91
Mean Annual Return
-5.89
-0.17
R-squared (against Standard Index)
94
90.08
Standard Deviation
23.15
22.93
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-8.67
N/A
5 Years
Statistic
CGUAX
Category
Alpha (against Standard Index)
-1.60
-0.86
Beta (against Standard Index)
0.92
0.90
Mean Annual Return
2.44
0.41
R-squared (against Standard Index)
94
88.40
Standard Deviation
18.69
18.93
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.60
N/A
10 Years
Statistic
CGUAX
Category
Alpha (against Standard Index)
-2.40
0.53
Beta (against Standard Index)
0.91
0.92
Mean Annual Return
-0.50
0.33
R-squared (against Standard Index)
87
79.83
Standard Deviation
17.60
18.84
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.76
N/A
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