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Columbia Large Cap Growth Z (GEGTX)
On
Dec 24
:
20.51
0.11
(0.54%)
MORE ON GEGTX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.51%
Worst 1 Yr Total Return
(2008)
:
-40.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GEGTX
Category
Alpha (against Standard Index)
2.24
2.20
Beta (against Standard Index)
0.98
0.99
Mean Annual Return
-3.59
-0.14
R-squared (against Standard Index)
92
88.76
Standard Deviation
20.26
21.04
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.00
N/A
5 Years
Statistic
GEGTX
Category
Alpha (against Standard Index)
0.98
0.80
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
1.60
0.24
R-squared (against Standard Index)
91
86.59
Standard Deviation
16.69
17.50
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.40
N/A
10 Years
Statistic
GEGTX
Category
Alpha (against Standard Index)
-0.53
-0.13
Beta (against Standard Index)
1.03
1.04
Mean Annual Return
-1.35
0.05
R-squared (against Standard Index)
92
78.99
Standard Deviation
17.36
19.17
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-4.17
N/A
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