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BB&T NC Intermediate Tax-Free A (BNCAX)
On
Dec 2
:
10.80
0.02
(0.19%)
MORE ON BNCAX
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Research Reports
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
(2006)
:
4.01%
Worst 1 Yr Total Return
(2005)
:
1.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
BNCAX
Category
Alpha (against Standard Index)
0.82
-0.71
Beta (against Standard Index)
0.75
0.89
Mean Annual Return
4.61
0.28
R-squared (against Standard Index)
91
91.15
Standard Deviation
4.70
5.60
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.92
N/A
5 Years
Statistic
BNCAX
Category
Alpha (against Standard Index)
-0.10
-0.94
Beta (against Standard Index)
0.78
0.88
Mean Annual Return
3.81
0.26
R-squared (against Standard Index)
90
90.92
Standard Deviation
3.99
4.56
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.01
N/A
10 Years
Statistic
BNCAX
Category
Alpha (against Standard Index)
-0.45
-0.89
Beta (against Standard Index)
0.83
0.91
Mean Annual Return
4.75
0.37
R-squared (against Standard Index)
93
91.76
Standard Deviation
4.02
4.42
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.14
N/A
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