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Columbia Thermostat R4 (CTORX)

15.07 Up 0.01(0.07%) Aug 29

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up1
Number of Years Down0
Best 1 Yr Total Return(Dec 30, 2013):9.26%
Worst 1 Yr Total Return(Dec 30, 2013):9.26%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCTORXCategory
Alpha (against Standard Index)1.37-0.14
Beta (against Standard Index)0.820.70
Mean Annual Return0.720.51
R-squared (against Standard Index)85.7688.68
Standard Deviation7.306.11
Sharpe Ratio1.181.02
Treynor Ratio10.559.04
5 Years
StatisticCTORXCategory
Alpha (against Standard Index)1.731.02
Beta (against Standard Index)1.020.68
Mean Annual Return1.030.68
R-squared (against Standard Index)87.3489.09
Standard Deviation9.286.10
Sharpe Ratio1.321.35
Treynor Ratio12.2812.43
10 Years
StatisticCTORXCategory
Alpha (against Standard Index)-1.21-0.63
Beta (against Standard Index)1.170.75
Mean Annual Return0.640.47
R-squared (against Standard Index)90.5988.59
Standard Deviation11.887.67
Sharpe Ratio0.510.54
Treynor Ratio4.735.31