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Tuesday, January 5, 2010, 11:03PM ET - U.S. Markets Closed.
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Columbia Federal Securities Z (LFSZX)
On
Jan 5
:
10.74
0.04
(0.37%)
MORE ON LFSZX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.64%
Worst 1 Yr Total Return
(2005)
:
2.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LFSZX
Category
Alpha (against Standard Index)
-0.24
0.23
Beta (against Standard Index)
0.86
0.76
Mean Annual Return
5.56
0.46
R-squared (against Standard Index)
74
64.12
Standard Deviation
4.08
3.94
Sharpe Ratio
0.78
N/A
Treynor Ratio
3.81
N/A
5 Years
Statistic
LFSZX
Category
Alpha (against Standard Index)
-0.34
-0.23
Beta (against Standard Index)
0.90
0.78
Mean Annual Return
4.88
0.39
R-squared (against Standard Index)
80
69.48
Standard Deviation
3.65
3.41
Sharpe Ratio
0.51
N/A
Treynor Ratio
2.09
N/A
10 Years
Statistic
LFSZX
Category
Alpha (against Standard Index)
-0.70
-0.47
Beta (against Standard Index)
1.02
0.84
Mean Annual Return
5.77
0.44
R-squared (against Standard Index)
88
78.01
Standard Deviation
4.14
3.66
Sharpe Ratio
0.68
N/A
Treynor Ratio
2.79
N/A
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