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Allegiant PA Intermediate Municipal I (APMIX)
On
Dec 4
:
10.68
0.00
(0.00%)
MORE ON APMIX
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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)
:
4.24%
Worst 1 Yr Total Return
(2005)
:
1.65%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
APMIX
Category
Alpha (against Standard Index)
0.42
-1.66
Beta (against Standard Index)
0.72
1.06
Mean Annual Return
4.14
0.23
R-squared (against Standard Index)
83
87.72
Standard Deviation
4.77
6.96
Sharpe Ratio
0.37
N/A
Treynor Ratio
2.38
N/A
5 Years
Statistic
APMIX
Category
Alpha (against Standard Index)
-0.39
-1.05
Beta (against Standard Index)
0.74
1.03
Mean Annual Return
3.47
0.27
R-squared (against Standard Index)
84
87.02
Standard Deviation
3.94
5.57
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.60
N/A
10 Years
Statistic
APMIX
Category
Alpha (against Standard Index)
-0.55
-0.99
Beta (against Standard Index)
0.78
1.01
Mean Annual Return
4.50
0.39
R-squared (against Standard Index)
90
88.15
Standard Deviation
3.84
5.11
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.97
N/A
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