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Columbia Asset Allocation II Z (NPRAX)
On
Nov 27
:
20.24
0.20
(0.98%)
MORE ON NPRAX
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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)
:
12.15%
Worst 1 Yr Total Return
(2008)
:
-27.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NPRAX
Category
Alpha (against Standard Index)
-3.97
-2.88
Beta (against Standard Index)
1.01
1.08
Mean Annual Return
-3.49
-0.13
R-squared (against Standard Index)
97
93.44
Standard Deviation
13.56
14.69
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-5.82
N/A
5 Years
Statistic
NPRAX
Category
Alpha (against Standard Index)
-3.08
-2.47
Beta (against Standard Index)
1.00
1.06
Mean Annual Return
1.47
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
11.04
11.89
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-1.55
N/A
10 Years
Statistic
NPRAX
Category
Alpha (against Standard Index)
-3.53
-2.17
Beta (against Standard Index)
1.02
1.05
Mean Annual Return
1.13
0.26
R-squared (against Standard Index)
94
86.72
Standard Deviation
10.40
11.31
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-1.81
N/A
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