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Allegiant MI Intermediate Muni Bond A (AMMAX)On Dec 4: 10.11   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):3.80%
Worst 1 Yr Total Return (2005):1.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticAMMAXCategory
Alpha (against Standard Index)-0.15-0.71
Beta (against Standard Index)0.690.89
Mean Annual Return3.490.28
R-squared (against Standard Index)7791.15
Standard Deviation4.765.60
Sharpe Ratio0.24N/A
Treynor Ratio1.55N/A
5 Years
StatisticAMMAXCategory
Alpha (against Standard Index)-0.97-0.94
Beta (against Standard Index)0.700.88
Mean Annual Return2.830.26
R-squared (against Standard Index)7890.92
Standard Deviation3.884.56
Sharpe Ratio-0.03N/A
Treynor Ratio-0.28N/A
10 Years
StatisticAMMAXCategory
Alpha (against Standard Index)-0.84-0.89
Beta (against Standard Index)0.740.91
Mean Annual Return4.100.37
R-squared (against Standard Index)8691.76
Standard Deviation3.744.42
Sharpe Ratio0.31N/A
Treynor Ratio1.52N/A

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