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Columbia Disciplined Value B (LEVBX)
On
Dec 29
:
9.27
0.01
(0.11%)
MORE ON LEVBX
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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)
:
21.77%
Worst 1 Yr Total Return
(2008)
:
-39.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LEVBX
Category
Alpha (against Standard Index)
-3.27
-1.37
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
-9.51
-0.45
R-squared (against Standard Index)
95
94.58
Standard Deviation
21.65
20.79
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-11.10
N/A
5 Years
Statistic
LEVBX
Category
Alpha (against Standard Index)
-0.50
-0.29
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
-0.11
0.14
R-squared (against Standard Index)
94
93.49
Standard Deviation
17.63
16.81
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.92
N/A
10 Years
Statistic
LEVBX
Category
Alpha (against Standard Index)
1.42
2.74
Beta (against Standard Index)
1.06
0.88
Mean Annual Return
0.33
0.31
R-squared (against Standard Index)
88
81.33
Standard Deviation
18.42
15.97
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-2.44
N/A
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