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AllianceBern Muni Inc II PA C (APACX)
On
Dec 2
:
10.22
0.02
(0.20%)
MORE ON APACX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.07%
Worst 1 Yr Total Return
(2008)
:
-8.04%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
APACX
Category
Alpha (against Standard Index)
-1.97
-1.66
Beta (against Standard Index)
0.83
1.06
Mean Annual Return
1.86
0.23
R-squared (against Standard Index)
85
87.72
Standard Deviation
5.42
6.96
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.67
N/A
5 Years
Statistic
APACX
Category
Alpha (against Standard Index)
-1.34
-1.05
Beta (against Standard Index)
0.85
1.03
Mean Annual Return
2.60
0.27
R-squared (against Standard Index)
86
87.02
Standard Deviation
4.50
5.57
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-0.50
N/A
10 Years
Statistic
APACX
Category
Alpha (against Standard Index)
-0.92
-0.99
Beta (against Standard Index)
0.88
1.01
Mean Annual Return
4.38
0.39
R-squared (against Standard Index)
89
88.15
Standard Deviation
4.39
5.11
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.60
N/A
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