Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.01
Mean -0.24
Sharpe Ratio -0.72
Bear Market Decile Rank 20

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 6.64 29.48
Beta 28.33 0.22
Alpha -11.06 -6.2