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Allegiant Intermediate Tax-Exempt I (ANTIX)
On
Dec 4
:
10.03
0.00
(0.00%)
MORE ON ANTIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
3.88%
Worst 1 Yr Total Return
(2005)
:
1.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ANTIX
Category
Alpha (against Standard Index)
-0.05
-0.48
Beta (against Standard Index)
0.77
0.85
Mean Annual Return
3.74
0.29
R-squared (against Standard Index)
87
90.10
Standard Deviation
4.98
5.40
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.71
N/A
5 Years
Statistic
ANTIX
Category
Alpha (against Standard Index)
-0.66
-0.83
Beta (against Standard Index)
0.78
0.85
Mean Annual Return
3.23
0.27
R-squared (against Standard Index)
87
90.34
Standard Deviation
4.08
4.41
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.26
N/A
10 Years
Statistic
ANTIX
Category
Alpha (against Standard Index)
-0.63
-0.73
Beta (against Standard Index)
0.80
0.88
Mean Annual Return
4.47
0.38
R-squared (against Standard Index)
92
92.14
Standard Deviation
3.89
4.29
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.87
N/A
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