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Columbia Acorn A (LACAX)
On
Dec 2
:
23.09
0.15
(0.65%)
MORE ON LACAX
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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
(2004)
:
21.05%
Worst 1 Yr Total Return
(2008)
:
-38.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LACAX
Category
Alpha (against Standard Index)
3.91
3.31
Beta (against Standard Index)
1.14
1.09
Mean Annual Return
-5.01
-0.23
R-squared (against Standard Index)
94
84.23
Standard Deviation
22.91
23.37
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-6.53
N/A
5 Years
Statistic
LACAX
Category
Alpha (against Standard Index)
3.66
2.25
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
3.24
0.31
R-squared (against Standard Index)
91
81.04
Standard Deviation
19.25
20.00
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.19
N/A
10 Years
Statistic
LACAX
Category
Alpha (against Standard Index)
9.27
4.42
Beta (against Standard Index)
0.97
1.13
Mean Annual Return
8.28
0.37
R-squared (against Standard Index)
71
60.91
Standard Deviation
18.47
23.71
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.49
N/A
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