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Columbia MA Tax-Exempt B (CMABX)
On
Dec 23
:
7.56
0.05
(0.66%)
MORE ON CMABX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.79%
Worst 1 Yr Total Return
(2008)
:
-5.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CMABX
Category
Alpha (against Standard Index)
-2.24
-1.68
Beta (against Standard Index)
1.23
1.11
Mean Annual Return
2.24
0.23
R-squared (against Standard Index)
98
89.00
Standard Deviation
7.47
7.28
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.02
N/A
5 Years
Statistic
CMABX
Category
Alpha (against Standard Index)
-1.74
-0.94
Beta (against Standard Index)
1.25
1.04
Mean Annual Return
3.03
0.31
R-squared (against Standard Index)
98
90.93
Standard Deviation
6.18
5.40
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.04
N/A
10 Years
Statistic
CMABX
Category
Alpha (against Standard Index)
-1.66
-0.92
Beta (against Standard Index)
1.29
1.04
Mean Annual Return
4.64
0.40
R-squared (against Standard Index)
97
91.42
Standard Deviation
6.12
5.12
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.33
N/A
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