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Columbia Liberty C (CTCCX)
On
Jan 5
:
7.35
0.02
(0.27%)
MORE ON CTCCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.43%
Worst 1 Yr Total Return
(2008)
:
-28.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CTCCX
Category
Alpha (against Standard Index)
-3.05
-2.96
Beta (against Standard Index)
1.01
1.07
Mean Annual Return
-2.09
-0.09
R-squared (against Standard Index)
97
93.10
Standard Deviation
13.67
14.78
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.30
N/A
5 Years
Statistic
CTCCX
Category
Alpha (against Standard Index)
-2.70
-2.53
Beta (against Standard Index)
1.01
1.06
Mean Annual Return
2.02
0.24
R-squared (against Standard Index)
97
92.17
Standard Deviation
11.11
11.94
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.96
N/A
10 Years
Statistic
CTCCX
Category
Alpha (against Standard Index)
-4.17
-2.27
Beta (against Standard Index)
1.05
1.06
Mean Annual Return
0.73
0.27
R-squared (against Standard Index)
95
86.88
Standard Deviation
10.74
11.38
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.09
N/A
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