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    Columbia Thermostat R5 (CQTRX)

    13.82 Down 0.11(0.79%) Feb 5

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up3
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):9.35%
    Worst 1 Yr Total Return(Dec 30, 2015):0.33%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)1.97-0.91
    Beta (against Standard Index)0.490.73
    Mean Annual Return0.310.27
    R-squared (against Standard Index)83.8386.73
    Standard Deviation3.545.09
    Sharpe Ratio1.050.66
    Treynor Ratio7.614.45
    5 Years
    Alpha (against Standard Index)2.480.09
    Beta (against Standard Index)0.730.72
    Mean Annual Return0.520.37
    R-squared (against Standard Index)82.9689.66
    Standard Deviation6.205.74
    Sharpe Ratio0.990.79
    Treynor Ratio8.416.22
    10 Years
    Alpha (against Standard Index)0.26-0.41
    Beta (against Standard Index)1.130.75
    Mean Annual Return0.520.37
    R-squared (against Standard Index)88.3889.24
    Standard Deviation11.867.82
    Sharpe Ratio0.430.43
    Treynor Ratio3.964.14