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Tax-Free Trust of AZ Y (AZTYX)
On
Dec 4
:
10.52
0.00
(0.00%)
MORE ON AZTYX
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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)
:
4.12%
Worst 1 Yr Total Return
(2008)
:
-2.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
AZTYX
Category
Alpha (against Standard Index)
-0.10
-0.71
Beta (against Standard Index)
0.85
0.89
Mean Annual Return
3.83
0.28
R-squared (against Standard Index)
98
91.15
Standard Deviation
5.13
5.60
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.66
N/A
5 Years
Statistic
AZTYX
Category
Alpha (against Standard Index)
-0.44
-0.94
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
3.56
0.26
R-squared (against Standard Index)
98
90.92
Standard Deviation
4.25
4.56
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.62
N/A
10 Years
Statistic
AZTYX
Category
Alpha (against Standard Index)
-0.41
-0.89
Beta (against Standard Index)
0.89
0.91
Mean Annual Return
4.95
0.37
R-squared (against Standard Index)
98
91.76
Standard Deviation
4.20
4.42
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.21
N/A
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