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Columbia MA Tax-Exempt C (COMCX)
On
Jan 5
:
7.60
0.01
(0.13%)
MORE ON COMCX
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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)
:
4.10%
Worst 1 Yr Total Return
(2008)
:
-4.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
COMCX
Category
Alpha (against Standard Index)
-1.94
-1.68
Beta (against Standard Index)
1.23
1.11
Mean Annual Return
2.55
0.23
R-squared (against Standard Index)
98
89.00
Standard Deviation
7.48
7.28
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.22
N/A
5 Years
Statistic
COMCX
Category
Alpha (against Standard Index)
-1.44
-0.94
Beta (against Standard Index)
1.25
1.04
Mean Annual Return
3.34
0.31
R-squared (against Standard Index)
98
90.93
Standard Deviation
6.18
5.40
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.28
N/A
10 Years
Statistic
COMCX
Category
Alpha (against Standard Index)
-1.34
-0.92
Beta (against Standard Index)
1.29
1.04
Mean Annual Return
4.98
0.40
R-squared (against Standard Index)
97
91.42
Standard Deviation
6.13
5.12
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.59
N/A
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