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MTB PA Municipal Bond B (APTBX)
On
Dec 2
:
10.13
0.02
(0.20%)
MORE ON APTBX
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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)
:
2.66%
Worst 1 Yr Total Return
(2008)
:
-2.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
APTBX
Category
Alpha (against Standard Index)
-1.35
-1.66
Beta (against Standard Index)
0.81
1.06
Mean Annual Return
2.47
0.23
R-squared (against Standard Index)
96
87.72
Standard Deviation
4.92
6.96
Sharpe Ratio
0.03
N/A
Treynor Ratio
0.07
N/A
5 Years
Statistic
APTBX
Category
Alpha (against Standard Index)
-1.78
-1.05
Beta (against Standard Index)
0.81
1.03
Mean Annual Return
2.13
0.27
R-squared (against Standard Index)
96
87.02
Standard Deviation
4.05
5.57
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-1.10
N/A
10 Years
Statistic
APTBX
Category
Alpha (against Standard Index)
-1.55
-0.99
Beta (against Standard Index)
0.87
1.01
Mean Annual Return
3.71
0.39
R-squared (against Standard Index)
96
88.15
Standard Deviation
4.15
5.11
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.84
N/A
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