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Columbia NY Intermediate Muni Bd Z (GNYTX)
On
Dec 24
:
11.85
0.00
(0.00%)
MORE ON GNYTX
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Research Reports
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
(2006)
:
3.25%
Worst 1 Yr Total Return
(2008)
:
-0.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GNYTX
Category
Alpha (against Standard Index)
0.22
-0.52
Beta (against Standard Index)
0.87
0.82
Mean Annual Return
4.17
0.28
R-squared (against Standard Index)
95
87.86
Standard Deviation
5.37
5.26
Sharpe Ratio
0.36
N/A
Treynor Ratio
2.17
N/A
5 Years
Statistic
GNYTX
Category
Alpha (against Standard Index)
-0.51
-0.87
Beta (against Standard Index)
0.89
0.82
Mean Annual Return
3.81
0.28
R-squared (against Standard Index)
94
87.64
Standard Deviation
4.45
4.29
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.92
N/A
10 Years
Statistic
GNYTX
Category
Alpha (against Standard Index)
-0.58
-0.76
Beta (against Standard Index)
1.00
0.87
Mean Annual Return
5.00
0.38
R-squared (against Standard Index)
95
87.55
Standard Deviation
4.76
4.34
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.09
N/A
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