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Columbia MA Tax-Exempt A (COMAX)
On
Jan 6
:
7.60
0.00
(0.00%)
MORE ON COMAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.57%
Worst 1 Yr Total Return
(2008)
:
-4.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
COMAX
Category
Alpha (against Standard Index)
-1.49
-1.68
Beta (against Standard Index)
1.23
1.11
Mean Annual Return
3.01
0.23
R-squared (against Standard Index)
98
89.00
Standard Deviation
7.48
7.28
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.60
N/A
5 Years
Statistic
COMAX
Category
Alpha (against Standard Index)
-0.99
-0.94
Beta (against Standard Index)
1.25
1.04
Mean Annual Return
3.81
0.31
R-squared (against Standard Index)
98
90.93
Standard Deviation
6.18
5.40
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.65
N/A
10 Years
Statistic
COMAX
Category
Alpha (against Standard Index)
-0.92
-0.92
Beta (against Standard Index)
1.29
1.04
Mean Annual Return
5.42
0.40
R-squared (against Standard Index)
97
91.42
Standard Deviation
6.13
5.12
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.93
N/A
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