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Tax-Free Fund of CO C (COTCX)
On
Dec 4
:
10.41
0.00
(0.00%)
MORE ON COTCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.22%
Worst 1 Yr Total Return
(2008)
:
-0.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
COTCX
Category
Alpha (against Standard Index)
-0.42
-0.71
Beta (against Standard Index)
0.61
0.89
Mean Annual Return
3.10
0.28
R-squared (against Standard Index)
95
91.15
Standard Deviation
3.71
5.60
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.11
N/A
5 Years
Statistic
COTCX
Category
Alpha (against Standard Index)
-1.44
-0.94
Beta (against Standard Index)
0.65
0.88
Mean Annual Return
2.30
0.26
R-squared (against Standard Index)
92
90.92
Standard Deviation
3.25
4.56
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-1.12
N/A
10 Years
Statistic
COTCX
Category
Alpha (against Standard Index)
-1.40
-0.89
Beta (against Standard Index)
0.77
0.91
Mean Annual Return
3.59
0.37
R-squared (against Standard Index)
91
91.76
Standard Deviation
3.74
4.42
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.81
N/A
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