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Columbia International Growth Z (UMINX)
On
Dec 22
:
12.83
0.08
(0.63%)
MORE ON UMINX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.88%
Worst 1 Yr Total Return
(2008)
:
-43.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UMINX
Category
Alpha (against Standard Index)
-3.25
1.72
Beta (against Standard Index)
0.94
1.03
Mean Annual Return
-8.16
-0.10
R-squared (against Standard Index)
94
93.99
Standard Deviation
23.28
25.56
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-11.06
N/A
5 Years
Statistic
UMINX
Category
Alpha (against Standard Index)
-1.37
0.68
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
2.62
0.57
R-squared (against Standard Index)
94
93.91
Standard Deviation
19.49
20.91
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.38
N/A
10 Years
Statistic
UMINX
Category
Alpha (against Standard Index)
-2.30
-0.08
Beta (against Standard Index)
1.02
1.05
Mean Annual Return
-0.65
0.29
R-squared (against Standard Index)
89
87.06
Standard Deviation
19.36
20.42
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-3.52
N/A
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