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Columbia Convertible Securities A (PACIX)
On
Nov 27
:
12.64
0.09
(0.71%)
MORE ON PACIX
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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
(2004)
:
10.85%
Worst 1 Yr Total Return
(2008)
:
-33.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PACIX
Category
Alpha (against Standard Index)
-3.09
-0.75
Beta (against Standard Index)
1.12
1.22
Mean Annual Return
-3.24
0.03
R-squared (against Standard Index)
80
80.59
Standard Deviation
16.50
17.91
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-5.03
N/A
5 Years
Statistic
PACIX
Category
Alpha (against Standard Index)
-3.02
-1.78
Beta (against Standard Index)
1.12
1.22
Mean Annual Return
1.46
0.32
R-squared (against Standard Index)
80
80.06
Standard Deviation
13.42
14.68
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.40
N/A
10 Years
Statistic
PACIX
Category
Alpha (against Standard Index)
-0.36
-0.29
Beta (against Standard Index)
1.07
1.20
Mean Annual Return
4.25
0.44
R-squared (against Standard Index)
73
71.30
Standard Deviation
12.36
14.17
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.20
N/A
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