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Columbia Global Value B (NGLBX)
On
Dec 22
:
5.81
0.03
(0.52%)
MORE ON NGLBX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
25.54%
Worst 1 Yr Total Return
(2008)
:
-45.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NGLBX
Category
Alpha (against Standard Index)
-7.36
0.27
Beta (against Standard Index)
0.94
0.91
Mean Annual Return
-12.14
-0.17
R-squared (against Standard Index)
84
90.08
Standard Deviation
24.55
22.93
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-15.31
N/A
5 Years
Statistic
NGLBX
Category
Alpha (against Standard Index)
-5.61
-0.86
Beta (against Standard Index)
0.93
0.90
Mean Annual Return
-1.82
0.41
R-squared (against Standard Index)
83
88.40
Standard Deviation
19.97
18.93
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-5.19
N/A
10 Years
Statistic
NGLBX
Category
Alpha (against Standard Index)
N/A
0.53
Beta (against Standard Index)
N/A
0.92
Mean Annual Return
N/A
0.33
R-squared (against Standard Index)
N/A
79.83
Standard Deviation
N/A
18.84
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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