Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.03
Mean -0.29
Sharpe Ratio -0.88
Bear Market Decile Rank 21

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 6.42 29.35
Beta 27.99 0.22
Alpha -11.61 -6.85