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Columbia GA Interm Muni Bond C (NGINX)
On
Dec 22
:
10.59
0.03
(0.28%)
MORE ON NGINX
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Research Reports
Risk
As of 30-Nov-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
(2006)
:
2.65%
Worst 1 Yr Total Return
(2008)
:
-2.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NGINX
Category
Alpha (against Standard Index)
-1.12
-0.62
Beta (against Standard Index)
0.92
0.89
Mean Annual Return
2.87
0.29
R-squared (against Standard Index)
96
91.02
Standard Deviation
5.61
5.60
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.65
N/A
5 Years
Statistic
NGINX
Category
Alpha (against Standard Index)
-1.62
-0.87
Beta (against Standard Index)
0.91
0.88
Mean Annual Return
2.70
0.29
R-squared (against Standard Index)
96
90.77
Standard Deviation
4.54
4.54
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.31
N/A
10 Years
Statistic
NGINX
Category
Alpha (against Standard Index)
-1.72
-0.87
Beta (against Standard Index)
0.85
0.90
Mean Annual Return
3.44
0.37
R-squared (against Standard Index)
95
91.70
Standard Deviation
4.02
4.41
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.60
N/A
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