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    Columbia Thermostat A (CTFAX)

    14.69 Down 0.01(0.07%) Apr 29

    Risk as of Mar 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up11
    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
    StatisticCTFAXCategory
    Alpha (against Standard Index)1.51-0.74
    Beta (against Standard Index)0.510.72
    Mean Annual Return0.330.23
    R-squared (against Standard Index)86.5187.30
    Standard Deviation3.895.51
    Sharpe Ratio1.000.52
    Treynor Ratio7.643.77
    5 Years
    StatisticCTFAXCategory
    Alpha (against Standard Index)2.050.05
    Beta (against Standard Index)0.720.71
    Mean Annual Return0.510.34
    R-squared (against Standard Index)83.1589.89
    Standard Deviation6.335.99
    Sharpe Ratio0.960.71
    Treynor Ratio8.365.83
    10 Years
    StatisticCTFAXCategory
    Alpha (against Standard Index)-0.21-0.30
    Beta (against Standard Index)1.120.75
    Mean Annual Return0.520.36
    R-squared (against Standard Index)88.1789.51
    Standard Deviation11.887.89
    Sharpe Ratio0.430.43
    Treynor Ratio4.054.22