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AllianceBern Muni Inc II MN C (AMNCX)
On
Dec 2
:
10.10
0.01
(0.10%)
MORE ON AMNCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.63%
Worst 1 Yr Total Return
(2008)
:
-4.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMNCX
Category
Alpha (against Standard Index)
-1.14
-0.81
Beta (against Standard Index)
0.79
0.94
Mean Annual Return
2.64
0.28
R-squared (against Standard Index)
91
91.60
Standard Deviation
4.92
5.95
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.29
N/A
5 Years
Statistic
AMNCX
Category
Alpha (against Standard Index)
-0.89
-0.62
Beta (against Standard Index)
0.80
0.94
Mean Annual Return
3.03
0.29
R-squared (against Standard Index)
91
91.64
Standard Deviation
4.09
4.84
Sharpe Ratio
0.02
N/A
Treynor Ratio
0.00
N/A
10 Years
Statistic
AMNCX
Category
Alpha (against Standard Index)
-0.88
-0.63
Beta (against Standard Index)
0.87
0.93
Mean Annual Return
4.40
0.40
R-squared (against Standard Index)
92
91.42
Standard Deviation
4.25
4.52
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.64
N/A
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