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Columbia Asset Allocation B (LAABX)
On
Dec 24
:
12.93
0.04
(0.31%)
MORE ON LAABX
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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)
:
10.31%
Worst 1 Yr Total Return
(2008)
:
-27.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LAABX
Category
Alpha (against Standard Index)
-3.19
-2.96
Beta (against Standard Index)
1.06
1.07
Mean Annual Return
-2.33
-0.09
R-squared (against Standard Index)
97
93.10
Standard Deviation
14.34
14.78
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-4.33
N/A
5 Years
Statistic
LAABX
Category
Alpha (against Standard Index)
-2.97
-2.53
Beta (against Standard Index)
1.06
1.06
Mean Annual Return
1.80
0.24
R-squared (against Standard Index)
97
92.17
Standard Deviation
11.65
11.94
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.11
N/A
10 Years
Statistic
LAABX
Category
Alpha (against Standard Index)
-4.09
-2.27
Beta (against Standard Index)
1.08
1.06
Mean Annual Return
0.83
0.27
R-squared (against Standard Index)
94
86.88
Standard Deviation
11.09
11.38
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-1.94
N/A
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