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Columbia Asset Allocation C (LAACX)
On
Dec 4
:
12.79
0.05
(0.39%)
MORE ON LAACX
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Risk
As of 31-Oct-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)
:
10.38%
Worst 1 Yr Total Return
(2008)
:
-27.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LAACX
Category
Alpha (against Standard Index)
-2.91
-2.88
Beta (against Standard Index)
1.07
1.08
Mean Annual Return
-2.62
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
14.28
14.69
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.70
N/A
5 Years
Statistic
LAACX
Category
Alpha (against Standard Index)
-2.76
-2.47
Beta (against Standard Index)
1.07
1.06
Mean Annual Return
1.87
0.23
R-squared (against Standard Index)
97
92.52
Standard Deviation
11.65
11.89
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.08
N/A
10 Years
Statistic
LAACX
Category
Alpha (against Standard Index)
-4.10
-2.17
Beta (against Standard Index)
1.08
1.05
Mean Annual Return
0.62
0.26
R-squared (against Standard Index)
94
86.72
Standard Deviation
11.07
11.31
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.17
N/A
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