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Allegiant OH Intermediate Tax-Exempt C (AOBCX)
On
Dec 4
:
11.35
0.01
(0.09%)
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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)
:
2.99%
Worst 1 Yr Total Return
(2005)
:
0.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AOBCX
Category
Alpha (against Standard Index)
-0.51
-1.31
Beta (against Standard Index)
0.72
0.99
Mean Annual Return
3.17
0.25
R-squared (against Standard Index)
80
90.07
Standard Deviation
4.82
6.48
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.04
N/A
5 Years
Statistic
AOBCX
Category
Alpha (against Standard Index)
-1.34
-0.87
Beta (against Standard Index)
0.73
0.94
Mean Annual Return
2.48
0.27
R-squared (against Standard Index)
81
93.11
Standard Deviation
3.95
4.76
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-0.75
N/A
10 Years
Statistic
AOBCX
Category
Alpha (against Standard Index)
-1.38
-0.85
Beta (against Standard Index)
0.75
0.95
Mean Annual Return
3.56
0.39
R-squared (against Standard Index)
88
93.31
Standard Deviation
3.74
4.57
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.79
N/A
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