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AllianceBern Muni Inc II OH C (AOHCX)
On
Dec 4
:
9.99
0.00
(0.00%)
MORE ON AOHCX
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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
(2004)
:
4.28%
Worst 1 Yr Total Return
(2008)
:
-4.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AOHCX
Category
Alpha (against Standard Index)
-1.39
-1.31
Beta (against Standard Index)
0.89
0.99
Mean Annual Return
2.55
0.25
R-squared (against Standard Index)
97
90.07
Standard Deviation
5.40
6.48
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.16
N/A
5 Years
Statistic
AOHCX
Category
Alpha (against Standard Index)
-1.01
-0.87
Beta (against Standard Index)
0.91
0.94
Mean Annual Return
3.01
0.27
R-squared (against Standard Index)
96
93.11
Standard Deviation
4.53
4.76
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.01
N/A
10 Years
Statistic
AOHCX
Category
Alpha (against Standard Index)
-0.98
-0.85
Beta (against Standard Index)
0.87
0.95
Mean Annual Return
4.29
0.39
R-squared (against Standard Index)
89
93.31
Standard Deviation
4.30
4.57
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.51
N/A
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