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Columbia US Treasury Index Z (IUTIX)
On
Feb 9
:
11.21
0.03
(0.27%)
MORE ON IUTIX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
13.87%
Worst 1 Yr Total Return
(2009)
:
-3.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IUTIX
Category
Alpha (against Standard Index)
0.13
0.21
Beta (against Standard Index)
0.99
0.78
Mean Annual Return
6.63
0.48
R-squared (against Standard Index)
57
65.97
Standard Deviation
5.63
4.17
Sharpe Ratio
0.83
N/A
Treynor Ratio
4.67
N/A
5 Years
Statistic
IUTIX
Category
Alpha (against Standard Index)
-0.36
-0.26
Beta (against Standard Index)
1.03
0.80
Mean Annual Return
4.80
0.37
R-squared (against Standard Index)
65
71.52
Standard Deviation
4.84
3.58
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.84
N/A
10 Years
Statistic
IUTIX
Category
Alpha (against Standard Index)
-1.07
-0.45
Beta (against Standard Index)
1.16
0.85
Mean Annual Return
5.97
0.45
R-squared (against Standard Index)
79
78.71
Standard Deviation
5.04
3.73
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.70
N/A
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