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    Columbia Thermostat A (CTFAX)

    14.57 Up 0.06(0.41%) Aug 27

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up10
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2009):31.98%
    Worst 1 Yr Total Return(Dec 30, 2008):-30.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.63-0.51
    Beta (against Standard Index)0.500.72
    Mean Annual Return0.570.46
    R-squared (against Standard Index)75.6083.44
    Standard Deviation3.134.28
    Sharpe Ratio2.161.31
    Treynor Ratio13.807.74
    5 Years
    Alpha (against Standard Index)1.680.32
    Beta (against Standard Index)0.880.70
    Mean Annual Return0.770.53
    R-squared (against Standard Index)81.5089.02
    Standard Deviation7.515.69
    Sharpe Ratio1.221.13
    Treynor Ratio10.529.36
    10 Years
    Alpha (against Standard Index)-0.82-0.39
    Beta (against Standard Index)1.160.75
    Mean Annual Return0.560.41
    R-squared (against Standard Index)89.5489.37
    Standard Deviation11.827.61
    Sharpe Ratio0.450.48
    Treynor Ratio4.134.69