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Columbia Small Cap Value I C (CSSCX)
On
Dec 24
:
31.55
0.13
(0.41%)
MORE ON CSSCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
21.90%
Worst 1 Yr Total Return
(2008)
:
-28.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CSSCX
Category
Alpha (against Standard Index)
-0.08
-0.27
Beta (against Standard Index)
1.09
1.17
Mean Annual Return
-7.21
-0.44
R-squared (against Standard Index)
82
84.58
Standard Deviation
23.88
25.23
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.68
N/A
5 Years
Statistic
CSSCX
Category
Alpha (against Standard Index)
0.25
0.26
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
0.14
0.18
R-squared (against Standard Index)
80
81.92
Standard Deviation
20.03
21.20
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.55
N/A
10 Years
Statistic
CSSCX
Category
Alpha (against Standard Index)
8.04
8.93
Beta (against Standard Index)
0.95
0.95
Mean Annual Return
7.38
0.82
R-squared (against Standard Index)
67
64.94
Standard Deviation
18.71
19.09
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.72
N/A
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