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Columbia Small Cap Core T (SSCEX)
On
Dec 24
:
11.96
0.06
(0.50%)
MORE ON SSCEX
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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
(2004)
:
16.20%
Worst 1 Yr Total Return
(2008)
:
-33.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SSCEX
Category
Alpha (against Standard Index)
2.38
-0.48
Beta (against Standard Index)
1.19
1.16
Mean Annual Return
-5.87
-0.45
R-squared (against Standard Index)
86
86.39
Standard Deviation
25.49
24.75
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.83
N/A
5 Years
Statistic
SSCEX
Category
Alpha (against Standard Index)
1.32
0.00
Beta (against Standard Index)
1.21
1.17
Mean Annual Return
0.90
0.16
R-squared (against Standard Index)
84
83.41
Standard Deviation
21.03
20.64
Sharpe Ratio
0.01
N/A
Treynor Ratio
-1.73
N/A
10 Years
Statistic
SSCEX
Category
Alpha (against Standard Index)
8.58
7.16
Beta (against Standard Index)
0.89
1.00
Mean Annual Return
8.19
0.66
R-squared (against Standard Index)
63
64.42
Standard Deviation
18.14
20.26
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.90
N/A
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