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Columbia Emerging Markets Z (UMEMX)
On
Dec 22
:
10.63
0.12
(1.14%)
MORE ON UMEMX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
33.79%
Worst 1 Yr Total Return
(2008)
:
-55.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UMEMX
Category
Alpha (against Standard Index)
10.61
12.34
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
0.70
0.68
R-squared (against Standard Index)
86
87.47
Standard Deviation
33.13
33.01
Sharpe Ratio
0.13
N/A
Treynor Ratio
-1.22
N/A
5 Years
Statistic
UMEMX
Category
Alpha (against Standard Index)
8.39
9.77
Beta (against Standard Index)
1.32
1.29
Mean Annual Return
11.86
1.39
R-squared (against Standard Index)
84
85.58
Standard Deviation
28.12
27.53
Sharpe Ratio
0.44
N/A
Treynor Ratio
6.75
N/A
10 Years
Statistic
UMEMX
Category
Alpha (against Standard Index)
11.21
9.46
Beta (against Standard Index)
1.29
1.23
Mean Annual Return
11.62
1.10
R-squared (against Standard Index)
70
77.00
Standard Deviation
27.78
25.24
Sharpe Ratio
0.43
N/A
Treynor Ratio
6.72
N/A
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