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AllianceBern Muni Inc II MA B (AMABX)
On
Jan 5
:
10.89
0.02
(0.18%)
MORE ON AMABX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.89%
Worst 1 Yr Total Return
(2008)
:
-2.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMABX
Category
Alpha (against Standard Index)
-0.45
-1.68
Beta (against Standard Index)
0.73
1.11
Mean Annual Return
3.23
0.23
R-squared (against Standard Index)
95
89.00
Standard Deviation
4.48
7.28
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.31
N/A
5 Years
Statistic
AMABX
Category
Alpha (against Standard Index)
-0.47
-0.94
Beta (against Standard Index)
0.76
1.04
Mean Annual Return
3.67
0.31
R-squared (against Standard Index)
94
90.93
Standard Deviation
3.80
5.40
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.90
N/A
10 Years
Statistic
AMABX
Category
Alpha (against Standard Index)
-0.77
-0.92
Beta (against Standard Index)
0.86
1.04
Mean Annual Return
4.45
0.40
R-squared (against Standard Index)
89
91.42
Standard Deviation
4.26
5.12
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.77
N/A
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