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WB Capital Municipal Bond (AVTFX)
On
Dec 8
:
10.34
0.00
(0.00%)
MORE ON AVTFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.14%
Worst 1 Yr Total Return
(2005)
:
0.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AVTFX
Category
Alpha (against Standard Index)
0.59
-0.48
Beta (against Standard Index)
0.76
0.85
Mean Annual Return
4.38
0.29
R-squared (against Standard Index)
89
90.10
Standard Deviation
4.78
5.40
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.59
N/A
5 Years
Statistic
AVTFX
Category
Alpha (against Standard Index)
-0.64
-0.83
Beta (against Standard Index)
0.77
0.85
Mean Annual Return
3.25
0.27
R-squared (against Standard Index)
89
90.34
Standard Deviation
3.97
4.41
Sharpe Ratio
0.07
N/A
Treynor Ratio
0.29
N/A
10 Years
Statistic
AVTFX
Category
Alpha (against Standard Index)
-0.92
-0.73
Beta (against Standard Index)
0.84
0.88
Mean Annual Return
4.28
0.38
R-squared (against Standard Index)
91
92.14
Standard Deviation
4.09
4.29
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.56
N/A
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