Columbia Absolute Return Currency and Income Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.08
Mean -0.19
Sharpe Ratio -0.57
Bear Market Decile Rank 16

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 6.36 30.21
Beta 28.23 0.22
Alpha -10.46 -5.73