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Columbia Select Small Cap Z (UMLCX)
On
Dec 22
:
13.76
0.11
(0.81%)
MORE ON UMLCX
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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
(2004)
:
22.66%
Worst 1 Yr Total Return
(2008)
:
-41.42%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UMLCX
Category
Alpha (against Standard Index)
0.03
0.16
Beta (against Standard Index)
1.19
1.12
Mean Annual Return
-8.09
-0.38
R-squared (against Standard Index)
84
84.86
Standard Deviation
25.71
24.29
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.71
N/A
5 Years
Statistic
UMLCX
Category
Alpha (against Standard Index)
-0.21
-0.01
Beta (against Standard Index)
1.24
1.17
Mean Annual Return
-0.85
0.16
R-squared (against Standard Index)
81
80.32
Standard Deviation
22.07
20.99
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-3.10
N/A
10 Years
Statistic
UMLCX
Category
Alpha (against Standard Index)
6.70
4.06
Beta (against Standard Index)
1.11
1.16
Mean Annual Return
4.43
0.37
R-squared (against Standard Index)
56
57.27
Standard Deviation
24.11
25.21
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.35
N/A
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