Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 4.85
Mean -0.11
Sharpe Ratio -0.3
Bear Market Decile Rank 18

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 2.26 28.99
Beta 19.61 0.11
Alpha -6.94 -1.03