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Columbia Value & Restructuring A (EVRAX)
On
Dec 30
:
43.13
0.02
(0.05%)
MORE ON EVRAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-47.40%
Worst 1 Yr Total Return
(2008)
:
-47.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVRAX
Category
Alpha (against Standard Index)
3.87
-1.37
Beta (against Standard Index)
1.30
1.02
Mean Annual Return
-5.76
-0.45
R-squared (against Standard Index)
86
94.58
Standard Deviation
27.83
20.79
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-6.19
N/A
5 Years
Statistic
EVRAX
Category
Alpha (against Standard Index)
2.43
-0.29
Beta (against Standard Index)
1.30
1.01
Mean Annual Return
1.52
0.14
R-squared (against Standard Index)
85
93.49
Standard Deviation
22.62
16.81
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.13
N/A
10 Years
Statistic
EVRAX
Category
Alpha (against Standard Index)
6.69
2.74
Beta (against Standard Index)
1.19
0.88
Mean Annual Return
4.87
0.31
R-squared (against Standard Index)
83
81.33
Standard Deviation
21.10
15.97
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.64
N/A
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