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Columbia GA Interm Muni Bond B (NGITX)
On
Dec 22
:
10.59
0.03
(0.28%)
MORE ON NGITX
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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)
:
2.66%
Worst 1 Yr Total Return
(2008)
:
-2.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NGITX
Category
Alpha (against Standard Index)
-1.08
-0.62
Beta (against Standard Index)
0.91
0.89
Mean Annual Return
2.90
0.29
R-squared (against Standard Index)
96
91.02
Standard Deviation
5.60
5.60
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.69
N/A
5 Years
Statistic
NGITX
Category
Alpha (against Standard Index)
-1.59
-0.87
Beta (against Standard Index)
0.91
0.88
Mean Annual Return
2.72
0.29
R-squared (against Standard Index)
96
90.77
Standard Deviation
4.52
4.54
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.29
N/A
10 Years
Statistic
NGITX
Category
Alpha (against Standard Index)
-1.69
-0.87
Beta (against Standard Index)
0.84
0.90
Mean Annual Return
3.45
0.37
R-squared (against Standard Index)
95
91.70
Standard Deviation
4.00
4.41
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.62
N/A
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