Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 4.82
Mean -0.18
Sharpe Ratio -0.45
Bear Market Decile Rank 21

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI EM Latin America NR USD
R-Squared 2.3 28.2
Beta 19.71 0.11
Alpha -7.72 -1.79