Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.03
Mean -0.22
Sharpe Ratio -0.68
Bear Market Decile Rank 18

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
R-Squared 6.3
Beta 27.75
Alpha -10.74