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Columbia Asset Allocation II C (NAACX)
On
Nov 27
:
20.07
0.21
(1.04%)
MORE ON NAACX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.98%
Worst 1 Yr Total Return
(2008)
:
-27.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NAACX
Category
Alpha (against Standard Index)
-4.94
-2.88
Beta (against Standard Index)
1.02
1.08
Mean Annual Return
-4.43
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
13.57
14.69
Sharpe Ratio
-0.44
N/A
Treynor Ratio
-6.74
N/A
5 Years
Statistic
NAACX
Category
Alpha (against Standard Index)
-4.05
-2.47
Beta (against Standard Index)
1.00
1.06
Mean Annual Return
0.49
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
11.04
11.89
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-2.53
N/A
10 Years
Statistic
NAACX
Category
Alpha (against Standard Index)
-4.52
-2.17
Beta (against Standard Index)
1.02
1.05
Mean Annual Return
0.13
0.26
R-squared (against Standard Index)
94
86.72
Standard Deviation
10.39
11.31
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-2.79
N/A
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