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    Columbia Thermostat R4 (CTORX)

    14.49 Up 0.01(0.07%) Aug 28

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up2
    Number of Years Down0
    Best 1 Yr Total Return(Dec 30, 2013):9.26%
    Worst 1 Yr Total Return(Dec 30, 2014):5.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)2.92-0.51
    Beta (against Standard Index)0.500.72
    Mean Annual Return0.590.46
    R-squared (against Standard Index)74.4583.44
    Standard Deviation3.134.28
    Sharpe Ratio2.241.31
    Treynor Ratio14.457.74
    5 Years
    Alpha (against Standard Index)1.950.32
    Beta (against Standard Index)0.880.70
    Mean Annual Return0.790.53
    R-squared (against Standard Index)81.4189.02
    Standard Deviation7.505.69
    Sharpe Ratio1.251.13
    Treynor Ratio10.869.36
    10 Years
    Alpha (against Standard Index)-0.57-0.39
    Beta (against Standard Index)1.160.75
    Mean Annual Return0.580.41
    R-squared (against Standard Index)89.4589.37
    Standard Deviation11.837.61
    Sharpe Ratio0.470.48
    Treynor Ratio4.354.69