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Columbia Asset Allocation II B (NBASX)
On
Dec 21
:
20.21
0.08
(0.40%)
MORE ON NBASX
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Research Reports
Risk
As of 30-Nov-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)
:
10.97%
Worst 1 Yr Total Return
(2008)
:
-27.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBASX
Category
Alpha (against Standard Index)
-4.76
-2.96
Beta (against Standard Index)
1.02
1.07
Mean Annual Return
-3.76
-0.09
R-squared (against Standard Index)
97
93.10
Standard Deviation
13.74
14.78
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-5.92
N/A
5 Years
Statistic
NBASX
Category
Alpha (against Standard Index)
-3.94
-2.53
Beta (against Standard Index)
1.01
1.06
Mean Annual Return
0.75
0.24
R-squared (against Standard Index)
95
92.17
Standard Deviation
11.13
11.94
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-2.22
N/A
10 Years
Statistic
NBASX
Category
Alpha (against Standard Index)
-4.43
-2.27
Beta (against Standard Index)
1.02
1.06
Mean Annual Return
0.41
0.27
R-squared (against Standard Index)
94
86.88
Standard Deviation
10.46
11.38
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-2.47
N/A
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