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Columbia US Treasury Index Z (IUTIX)
On
Dec 30
:
11.11
0.01
(0.09%)
MORE ON IUTIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
13.87%
Worst 1 Yr Total Return
(2005)
:
2.49%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IUTIX
Category
Alpha (against Standard Index)
0.45
0.23
Beta (against Standard Index)
0.97
0.76
Mean Annual Return
6.66
0.46
R-squared (against Standard Index)
55
64.12
Standard Deviation
5.37
3.94
Sharpe Ratio
0.81
N/A
Treynor Ratio
4.55
N/A
5 Years
Statistic
IUTIX
Category
Alpha (against Standard Index)
-0.08
-0.23
Beta (against Standard Index)
1.01
0.78
Mean Annual Return
5.39
0.39
R-squared (against Standard Index)
63
69.48
Standard Deviation
4.62
3.41
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.38
N/A
10 Years
Statistic
IUTIX
Category
Alpha (against Standard Index)
-0.86
-0.47
Beta (against Standard Index)
1.15
0.84
Mean Annual Return
6.04
0.44
R-squared (against Standard Index)
79
78.01
Standard Deviation
4.94
3.66
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.70
N/A
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