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Columbia Small Cap Core A (LSMAX)
On
Jan 6
:
12.29
0.01
(0.08%)
MORE ON LSMAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
16.31%
Worst 1 Yr Total Return
(2008)
:
-33.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
LSMAX
Category
Alpha (against Standard Index)
2.45
-0.48
Beta (against Standard Index)
1.19
1.16
Mean Annual Return
-5.81
-0.45
R-squared (against Standard Index)
86
86.39
Standard Deviation
25.51
24.75
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.78
N/A
5 Years
Statistic
LSMAX
Category
Alpha (against Standard Index)
1.38
0.00
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
0.96
0.16
R-squared (against Standard Index)
84
83.41
Standard Deviation
21.05
20.64
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.68
N/A
10 Years
Statistic
LSMAX
Category
Alpha (against Standard Index)
8.69
7.16
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
8.30
0.66
R-squared (against Standard Index)
63
64.42
Standard Deviation
18.16
20.26
Sharpe Ratio
0.37
N/A
Treynor Ratio
6.03
N/A
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