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Columbia High Yield Municipal Z (SRHMX)
On
Jan 7
:
9.53
0.01
(0.11%)
MORE ON SRHMX
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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)
:
6.53%
Worst 1 Yr Total Return
(2008)
:
-22.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SRHMX
Category
Alpha (against Standard Index)
-5.69
-6.75
Beta (against Standard Index)
1.26
1.39
Mean Annual Return
-1.46
-0.14
R-squared (against Standard Index)
51
49.50
Standard Deviation
10.74
12.23
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-2.97
N/A
5 Years
Statistic
SRHMX
Category
Alpha (against Standard Index)
-2.77
-3.03
Beta (against Standard Index)
1.20
1.29
Mean Annual Return
1.74
0.16
R-squared (against Standard Index)
50
48.63
Standard Deviation
8.43
9.36
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.04
N/A
10 Years
Statistic
SRHMX
Category
Alpha (against Standard Index)
-1.75
-1.97
Beta (against Standard Index)
1.01
1.03
Mean Annual Return
3.74
0.31
R-squared (against Standard Index)
53
48.10
Standard Deviation
6.48
7.16
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.80
N/A
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