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MTB MD Muni B (AMTBX)
On
Dec 1
:
10.00
0.01
(0.10%)
MORE ON AMTBX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
2.71%
Worst 1 Yr Total Return
(2008)
:
-5.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMTBX
Category
Alpha (against Standard Index)
-1.38
-0.71
Beta (against Standard Index)
0.85
0.89
Mean Annual Return
2.49
0.28
R-squared (against Standard Index)
85
91.15
Standard Deviation
5.51
5.60
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.09
N/A
5 Years
Statistic
AMTBX
Category
Alpha (against Standard Index)
-1.58
-0.94
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
2.37
0.26
R-squared (against Standard Index)
87
90.92
Standard Deviation
4.49
4.56
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-0.76
N/A
10 Years
Statistic
AMTBX
Category
Alpha (against Standard Index)
-1.43
-0.89
Beta (against Standard Index)
0.89
0.91
Mean Annual Return
3.86
0.37
R-squared (against Standard Index)
92
91.76
Standard Deviation
4.31
4.42
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.01
N/A
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