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Tax-Free Trust of AZ A (AZTFX)
On
Dec 7
:
10.50
0.00
(0.00%)
MORE ON AZTFX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.93%
Worst 1 Yr Total Return
(2008)
:
-2.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AZTFX
Category
Alpha (against Standard Index)
-0.21
-0.71
Beta (against Standard Index)
0.85
0.89
Mean Annual Return
3.70
0.28
R-squared (against Standard Index)
98
91.15
Standard Deviation
5.10
5.60
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.52
N/A
5 Years
Statistic
AZTFX
Category
Alpha (against Standard Index)
-0.59
-0.94
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
3.40
0.26
R-squared (against Standard Index)
98
90.92
Standard Deviation
4.22
4.56
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.43
N/A
10 Years
Statistic
AZTFX
Category
Alpha (against Standard Index)
-0.57
-0.89
Beta (against Standard Index)
0.89
0.91
Mean Annual Return
4.78
0.37
R-squared (against Standard Index)
98
91.76
Standard Deviation
4.18
4.42
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.03
N/A
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