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Tuesday, January 5, 2010, 9:05PM ET - U.S. Markets Closed.
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Columbia Value & Restructuring C (EVRCX)
On
Jan 5
:
44.26
0.33
(0.75%)
MORE ON EVRCX
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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)
:
-47.79%
Worst 1 Yr Total Return
(2008)
:
-47.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EVRCX
Category
Alpha (against Standard Index)
3.14
-1.37
Beta (against Standard Index)
1.30
1.02
Mean Annual Return
-6.45
-0.45
R-squared (against Standard Index)
86
94.58
Standard Deviation
27.81
20.79
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.73
N/A
5 Years
Statistic
EVRCX
Category
Alpha (against Standard Index)
1.68
-0.29
Beta (against Standard Index)
1.30
1.01
Mean Annual Return
0.77
0.14
R-squared (against Standard Index)
84
93.49
Standard Deviation
22.61
16.81
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.71
N/A
10 Years
Statistic
EVRCX
Category
Alpha (against Standard Index)
5.94
2.74
Beta (against Standard Index)
1.19
0.88
Mean Annual Return
4.09
0.31
R-squared (against Standard Index)
83
81.33
Standard Deviation
21.09
15.97
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.99
N/A
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