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Allegiant MI Intermediate Muni Bond C (AMUCX)
On
Dec 2
:
10.13
0.01
(0.10%)
MORE ON AMUCX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
3.15%
Worst 1 Yr Total Return
(2005)
:
0.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AMUCX
Category
Alpha (against Standard Index)
-0.87
-0.71
Beta (against Standard Index)
0.69
0.89
Mean Annual Return
2.75
0.28
R-squared (against Standard Index)
77
91.15
Standard Deviation
4.72
5.60
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.47
N/A
5 Years
Statistic
AMUCX
Category
Alpha (against Standard Index)
-1.70
-0.94
Beta (against Standard Index)
0.70
0.88
Mean Annual Return
2.08
0.26
R-squared (against Standard Index)
79
90.92
Standard Deviation
3.85
4.56
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-1.36
N/A
10 Years
Statistic
AMUCX
Category
Alpha (against Standard Index)
-1.54
-0.89
Beta (against Standard Index)
0.74
0.91
Mean Annual Return
3.36
0.37
R-squared (against Standard Index)
86
91.76
Standard Deviation
3.71
4.42
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.52
N/A
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