Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 4, 2009, 10:28PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Lord Abbett CA Tax-Free Income C (CALAX)On Dec 4: 9.84  Up 0.01 (0.10%)  
MORE ON CALAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):3.67%
Worst 1 Yr Total Return (2008):-13.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticCALAXCategory
Alpha (against Standard Index)-4.32-2.83
Beta (against Standard Index)1.431.27
Mean Annual Return0.330.16
R-squared (against Standard Index)8786.16
Standard Deviation9.288.45
Sharpe Ratio-0.18N/A
Treynor Ratio-1.47N/A
5 Years
StatisticCALAXCategory
Alpha (against Standard Index)-2.89-1.51
Beta (against Standard Index)1.381.22
Mean Annual Return1.510.25
R-squared (against Standard Index)8686.64
Standard Deviation7.366.60
Sharpe Ratio-0.16N/A
Treynor Ratio-1.09N/A
10 Years
StatisticCALAXCategory
Alpha (against Standard Index)-2.50-1.44
Beta (against Standard Index)1.321.19
Mean Annual Return3.830.39
R-squared (against Standard Index)8887.45
Standard Deviation6.566.01
Sharpe Ratio0.16N/A
Treynor Ratio0.66N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center