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AllianceBern Muni Inc II NJ A (ANJAX)
On
Dec 8
:
9.52
0.01
(0.11%)
MORE ON ANJAX
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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)
:
5.03%
Worst 1 Yr Total Return
(2008)
:
-6.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANJAX
Category
Alpha (against Standard Index)
-1.32
-1.73
Beta (against Standard Index)
0.88
1.11
Mean Annual Return
2.59
0.23
R-squared (against Standard Index)
87
88.64
Standard Deviation
5.65
7.30
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.20
N/A
5 Years
Statistic
ANJAX
Category
Alpha (against Standard Index)
-0.59
-0.86
Beta (against Standard Index)
0.89
1.08
Mean Annual Return
3.42
0.29
R-squared (against Standard Index)
87
87.42
Standard Deviation
4.68
5.85
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.44
N/A
10 Years
Statistic
ANJAX
Category
Alpha (against Standard Index)
-1.02
-0.99
Beta (against Standard Index)
0.96
1.05
Mean Annual Return
4.46
0.40
R-squared (against Standard Index)
84
85.46
Standard Deviation
4.88
5.44
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.56
N/A
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