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MTB PA Municipal Bond A (APARX)
On
Dec 8
:
10.14
0.01
(0.10%)
MORE ON APARX
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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)
:
3.54%
Worst 1 Yr Total Return
(2008)
:
-1.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
APARX
Category
Alpha (against Standard Index)
-0.46
-1.66
Beta (against Standard Index)
0.81
1.06
Mean Annual Return
3.38
0.23
R-squared (against Standard Index)
96
87.72
Standard Deviation
4.94
6.96
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.19
N/A
5 Years
Statistic
APARX
Category
Alpha (against Standard Index)
-0.94
-1.05
Beta (against Standard Index)
0.81
1.03
Mean Annual Return
2.99
0.27
R-squared (against Standard Index)
95
87.02
Standard Deviation
4.06
5.57
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.04
N/A
10 Years
Statistic
APARX
Category
Alpha (against Standard Index)
-0.78
-0.99
Beta (against Standard Index)
0.87
1.01
Mean Annual Return
4.51
0.39
R-squared (against Standard Index)
96
88.15
Standard Deviation
4.16
5.11
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.76
N/A
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