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Columbia Global Value A (NVVAX)
On
Dec 22
:
6.04
0.03
(0.50%)
MORE ON NVVAX
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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)
:
26.51%
Worst 1 Yr Total Return
(2008)
:
-44.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NVVAX
Category
Alpha (against Standard Index)
-6.58
0.27
Beta (against Standard Index)
0.95
0.91
Mean Annual Return
-11.48
-0.17
R-squared (against Standard Index)
84
90.08
Standard Deviation
24.65
22.93
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-14.55
N/A
5 Years
Statistic
NVVAX
Category
Alpha (against Standard Index)
-4.84
-0.86
Beta (against Standard Index)
0.93
0.90
Mean Annual Return
-1.07
0.41
R-squared (against Standard Index)
83
88.40
Standard Deviation
20.06
18.93
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-4.36
N/A
10 Years
Statistic
NVVAX
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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