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Columbia Acorn C (LIACX)
On
Dec 2
:
21.42
0.14
(0.66%)
MORE ON LIACX
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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)
:
20.11%
Worst 1 Yr Total Return
(2008)
:
-39.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LIACX
Category
Alpha (against Standard Index)
3.13
3.31
Beta (against Standard Index)
1.14
1.09
Mean Annual Return
-5.76
-0.23
R-squared (against Standard Index)
94
84.23
Standard Deviation
22.92
23.37
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.19
N/A
5 Years
Statistic
LIACX
Category
Alpha (against Standard Index)
2.87
2.25
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
2.43
0.31
R-squared (against Standard Index)
91
81.04
Standard Deviation
19.25
20.00
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.52
N/A
10 Years
Statistic
LIACX
Category
Alpha (against Standard Index)
8.53
4.42
Beta (against Standard Index)
0.97
1.13
Mean Annual Return
7.49
0.37
R-squared (against Standard Index)
71
60.91
Standard Deviation
18.47
23.71
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.67
N/A
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