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Columbia Thermostat A (CTFAX)

15.09 Up 0.01(0.07%) Sep 19

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up9
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)-0.20-0.01
Beta (against Standard Index)0.870.70
Mean Annual Return0.760.62
R-squared (against Standard Index)88.4688.44
Standard Deviation7.295.84
Sharpe Ratio1.241.31
Treynor Ratio10.5011.23
5 Years
Alpha (against Standard Index)1.231.00
Beta (against Standard Index)1.020.68
Mean Annual Return0.970.67
R-squared (against Standard Index)87.0789.12
Standard Deviation9.246.08
Sharpe Ratio1.261.34
Treynor Ratio11.6212.28
10 Years
Alpha (against Standard Index)-1.50-0.64
Beta (against Standard Index)1.170.75
Mean Annual Return0.620.47
R-squared (against Standard Index)90.5788.64
Standard Deviation11.877.68
Sharpe Ratio0.500.54
Treynor Ratio4.595.41