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    Columbia Thermostat Z (COTZX)

    14.57 Up 0.02(0.14%) Jul 29

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up11
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):32.29%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.53%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.00-0.45
    Beta (against Standard Index)0.500.72
    Mean Annual Return0.610.48
    R-squared (against Standard Index)74.7683.57
    Standard Deviation3.144.31
    Sharpe Ratio2.321.37
    Treynor Ratio14.978.18
    5 Years
    Alpha (against Standard Index)2.080.30
    Beta (against Standard Index)0.900.70
    Mean Annual Return0.880.58
    R-squared (against Standard Index)82.3389.69
    Standard Deviation7.845.85
    Sharpe Ratio1.341.21
    Treynor Ratio11.9510.26
    10 Years
    Alpha (against Standard Index)-0.65-0.45
    Beta (against Standard Index)1.160.74
    Mean Annual Return0.590.42
    R-squared (against Standard Index)89.4489.35
    Standard Deviation11.837.61
    Sharpe Ratio0.480.49
    Treynor Ratio4.464.76