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Tax-Free Fund of CO A (COTFX)
On
Nov 30
:
10.39
0.00
(0.00%)
MORE ON COTFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
3.19%
Worst 1 Yr Total Return
(2008)
:
0.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
COTFX
Category
Alpha (against Standard Index)
0.53
-0.71
Beta (against Standard Index)
0.61
0.89
Mean Annual Return
4.08
0.28
R-squared (against Standard Index)
95
91.15
Standard Deviation
3.71
5.60
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.72
N/A
5 Years
Statistic
COTFX
Category
Alpha (against Standard Index)
-0.51
-0.94
Beta (against Standard Index)
0.65
0.88
Mean Annual Return
3.26
0.26
R-squared (against Standard Index)
92
90.92
Standard Deviation
3.25
4.56
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.36
N/A
10 Years
Statistic
COTFX
Category
Alpha (against Standard Index)
-0.47
-0.89
Beta (against Standard Index)
0.78
0.91
Mean Annual Return
4.58
0.37
R-squared (against Standard Index)
91
91.76
Standard Deviation
3.77
4.42
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.07
N/A
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