Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.04
Mean -0.2
Sharpe Ratio -0.6
Bear Market Decile Rank 14

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
Morningstar SEC/Consumer Dfnsve TR USD
R-Squared 6.47 29.09
Beta 28.19 0.22
Alpha -10.56 -5.74