Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 4.81
Mean -0.12
Sharpe Ratio -0.31
Bear Market Decile Rank 20

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 2.35 29.44
Beta 19.83 0.11
Alpha -7.07 -1.11