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Columbia Select Large Cap Growth Z (UMLGX)
On
Dec 22
:
10.08
0.05
(0.50%)
MORE ON UMLGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.30%
Worst 1 Yr Total Return
(2008)
:
-44.11%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UMLGX
Category
Alpha (against Standard Index)
5.35
2.20
Beta (against Standard Index)
1.11
0.99
Mean Annual Return
-2.24
-0.14
R-squared (against Standard Index)
82
88.76
Standard Deviation
24.20
21.04
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-4.08
N/A
5 Years
Statistic
UMLGX
Category
Alpha (against Standard Index)
3.99
0.80
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
3.89
0.24
R-squared (against Standard Index)
81
86.59
Standard Deviation
20.06
17.50
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.80
N/A
10 Years
Statistic
UMLGX
Category
Alpha (against Standard Index)
-2.29
-0.13
Beta (against Standard Index)
1.29
1.04
Mean Annual Return
-4.83
0.05
R-squared (against Standard Index)
81
78.99
Standard Deviation
23.29
19.17
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.00
N/A
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