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Columbia NY Tax-Exempt A (COLNX)
On
Dec 24
:
7.08
0.00
(0.00%)
MORE ON COLNX
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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)
:
4.46%
Worst 1 Yr Total Return
(2008)
:
-8.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
COLNX
Category
Alpha (against Standard Index)
-1.59
-1.95
Beta (against Standard Index)
1.35
1.17
Mean Annual Return
3.07
0.22
R-squared (against Standard Index)
93
89.01
Standard Deviation
8.41
7.68
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.60
N/A
5 Years
Statistic
COLNX
Category
Alpha (against Standard Index)
-1.13
-1.20
Beta (against Standard Index)
1.36
1.16
Mean Annual Return
3.78
0.30
R-squared (against Standard Index)
94
88.62
Standard Deviation
6.87
6.18
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.59
N/A
10 Years
Statistic
COLNX
Category
Alpha (against Standard Index)
-1.07
-1.09
Beta (against Standard Index)
1.36
1.11
Mean Annual Return
5.42
0.40
R-squared (against Standard Index)
95
88.47
Standard Deviation
6.51
5.61
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.84
N/A
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