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Columbia World Equity B (CGUBX)
On
Dec 24
:
10.34
0.06
(0.58%)
MORE ON CGUBX
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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)
:
19.71%
Worst 1 Yr Total Return
(2008)
:
-44.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CGUBX
Category
Alpha (against Standard Index)
-1.66
0.27
Beta (against Standard Index)
0.94
0.91
Mean Annual Return
-6.62
-0.17
R-squared (against Standard Index)
95
90.08
Standard Deviation
23.13
22.93
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-9.44
N/A
5 Years
Statistic
CGUBX
Category
Alpha (against Standard Index)
-2.36
-0.86
Beta (against Standard Index)
0.92
0.90
Mean Annual Return
1.66
0.41
R-squared (against Standard Index)
94
88.40
Standard Deviation
18.69
18.93
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.44
N/A
10 Years
Statistic
CGUBX
Category
Alpha (against Standard Index)
-3.17
0.53
Beta (against Standard Index)
0.91
0.92
Mean Annual Return
-1.26
0.33
R-squared (against Standard Index)
87
79.83
Standard Deviation
17.59
18.84
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-4.59
N/A
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