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Columbia Large Cap Growth A (LEGAX)
On
Jan 6
:
20.23
0.02
(0.10%)
MORE ON LEGAX
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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
(2007)
:
15.18%
Worst 1 Yr Total Return
(2008)
:
-40.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LEGAX
Category
Alpha (against Standard Index)
1.98
2.20
Beta (against Standard Index)
0.98
0.99
Mean Annual Return
-3.85
-0.14
R-squared (against Standard Index)
92
88.76
Standard Deviation
20.26
21.04
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.26
N/A
5 Years
Statistic
LEGAX
Category
Alpha (against Standard Index)
0.72
0.80
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
1.34
0.24
R-squared (against Standard Index)
91
86.59
Standard Deviation
16.68
17.50
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.67
N/A
10 Years
Statistic
LEGAX
Category
Alpha (against Standard Index)
-0.77
-0.13
Beta (against Standard Index)
1.03
1.04
Mean Annual Return
-1.58
0.05
R-squared (against Standard Index)
92
78.99
Standard Deviation
17.35
19.17
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-4.40
N/A
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