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AllianceBern Muni Inc II MI C (AMICX)
On
Dec 4
:
10.69
0.01
(0.09%)
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Research Reports
Risk
As of 31-Oct-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)
:
4.66%
Worst 1 Yr Total Return
(2008)
:
-4.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMICX
Category
Alpha (against Standard Index)
-1.17
-2.20
Beta (against Standard Index)
0.74
1.19
Mean Annual Return
2.54
0.20
R-squared (against Standard Index)
91
87.28
Standard Deviation
4.63
7.96
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.16
N/A
5 Years
Statistic
AMICX
Category
Alpha (against Standard Index)
-0.81
-1.03
Beta (against Standard Index)
0.77
1.11
Mean Annual Return
3.07
0.28
R-squared (against Standard Index)
90
90.28
Standard Deviation
3.95
5.80
Sharpe Ratio
0.03
N/A
Treynor Ratio
0.06
N/A
10 Years
Statistic
AMICX
Category
Alpha (against Standard Index)
-0.58
-0.99
Beta (against Standard Index)
0.86
1.07
Mean Annual Return
4.68
0.40
R-squared (against Standard Index)
90
91.11
Standard Deviation
4.23
5.25
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.99
N/A
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