Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 4, 2009, 6:14PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Tax-Free Fund of CO C (COTCX)On Dec 4: 10.41   0.00 (0.00%)  
MORE ON COTCX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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
StatisticCOTCXCategory
Alpha (against Standard Index)-0.42-0.71
Beta (against Standard Index)0.610.89
Mean Annual Return3.100.28
R-squared (against Standard Index)9591.15
Standard Deviation3.715.60
Sharpe Ratio0.19N/A
Treynor Ratio1.11N/A
5 Years
StatisticCOTCXCategory
Alpha (against Standard Index)-1.44-0.94
Beta (against Standard Index)0.650.88
Mean Annual Return2.300.26
R-squared (against Standard Index)9290.92
Standard Deviation3.254.56
Sharpe Ratio-0.20N/A
Treynor Ratio-1.12N/A
10 Years
StatisticCOTCXCategory
Alpha (against Standard Index)-1.40-0.89
Beta (against Standard Index)0.770.91
Mean Annual Return3.590.37
R-squared (against Standard Index)9191.76
Standard Deviation3.744.42
Sharpe Ratio0.18N/A
Treynor Ratio0.81N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center