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Columbia NJ Intermediate Muni Bd Z (GNJTX)
On
Dec 24
:
10.18
0.00
(0.00%)
MORE ON GNJTX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.68%
Worst 1 Yr Total Return
(2008)
:
-0.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GNJTX
Category
Alpha (against Standard Index)
-0.30
-1.88
Beta (against Standard Index)
0.86
1.10
Mean Annual Return
3.61
0.22
R-squared (against Standard Index)
95
88.42
Standard Deviation
5.26
7.30
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.56
N/A
5 Years
Statistic
GNJTX
Category
Alpha (against Standard Index)
-0.70
-1.03
Beta (against Standard Index)
0.88
1.08
Mean Annual Return
3.60
0.30
R-squared (against Standard Index)
95
87.33
Standard Deviation
4.42
5.83
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.70
N/A
10 Years
Statistic
GNJTX
Category
Alpha (against Standard Index)
-0.85
-1.04
Beta (against Standard Index)
0.98
1.05
Mean Annual Return
4.69
0.39
R-squared (against Standard Index)
95
85.32
Standard Deviation
4.67
5.44
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.80
N/A
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