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Columbia Contrarian Core C (LCCCX)
On
Dec 15
:
11.49
0.03
(0.26%)
MORE ON LCCCX
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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)
:
13.51%
Worst 1 Yr Total Return
(2008)
:
-36.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LCCCX
Category
Alpha (against Standard Index)
4.62
0.06
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-1.27
-0.33
R-squared (against Standard Index)
96
95.82
Standard Deviation
20.01
20.42
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.58
N/A
5 Years
Statistic
LCCCX
Category
Alpha (against Standard Index)
3.41
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
4.16
0.17
R-squared (against Standard Index)
95
95.19
Standard Deviation
16.37
16.64
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.18
N/A
10 Years
Statistic
LCCCX
Category
Alpha (against Standard Index)
1.44
0.81
Beta (against Standard Index)
0.94
0.96
Mean Annual Return
1.04
0.14
R-squared (against Standard Index)
92
91.13
Standard Deviation
15.95
16.39
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.01
N/A
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