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Columbia Total Return Bond Z (NSFIX)
On
Dec 22
:
9.68
0.02
(0.21%)
MORE ON NSFIX
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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)
:
4.80%
Worst 1 Yr Total Return
(2008)
:
-3.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NSFIX
Category
Alpha (against Standard Index)
-1.65
-1.73
Beta (against Standard Index)
1.09
1.02
Mean Annual Return
4.97
0.39
R-squared (against Standard Index)
68
59.65
Standard Deviation
5.31
5.93
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.49
N/A
5 Years
Statistic
NSFIX
Category
Alpha (against Standard Index)
-0.94
-1.13
Beta (against Standard Index)
1.05
0.98
Mean Annual Return
4.61
0.35
R-squared (against Standard Index)
72
61.85
Standard Deviation
4.45
4.90
Sharpe Ratio
0.36
N/A
Treynor Ratio
1.54
N/A
10 Years
Statistic
NSFIX
Category
Alpha (against Standard Index)
-0.79
-0.67
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
5.65
0.46
R-squared (against Standard Index)
81
70.95
Standard Deviation
4.23
4.48
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.68
N/A
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