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Columbia Small Cap Value I Z (CSCZX)
On
Jan 6
:
38.27
0.05
(0.13%)
MORE ON CSCZX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
23.18%
Worst 1 Yr Total Return
(2008)
:
-28.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSCZX
Category
Alpha (against Standard Index)
0.92
-0.27
Beta (against Standard Index)
1.09
1.17
Mean Annual Return
-6.28
-0.44
R-squared (against Standard Index)
82
84.58
Standard Deviation
23.89
25.23
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.82
N/A
5 Years
Statistic
CSCZX
Category
Alpha (against Standard Index)
1.25
0.26
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
1.15
0.18
R-squared (against Standard Index)
80
81.92
Standard Deviation
20.04
21.20
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.65
N/A
10 Years
Statistic
CSCZX
Category
Alpha (against Standard Index)
9.07
8.93
Beta (against Standard Index)
0.95
0.95
Mean Annual Return
8.49
0.82
R-squared (against Standard Index)
67
64.94
Standard Deviation
18.73
19.09
Sharpe Ratio
0.38
N/A
Treynor Ratio
5.87
N/A
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