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Commerce MO Tax-Free Int Bd (CFMOX)
On
Dec 4
:
19.46
0.04
(0.21%)
MORE ON CFMOX
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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
(2007)
:
3.82%
Worst 1 Yr Total Return
(2005)
:
1.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CFMOX
Category
Alpha (against Standard Index)
0.42
-0.71
Beta (against Standard Index)
0.68
0.89
Mean Annual Return
4.08
0.28
R-squared (against Standard Index)
92
91.15
Standard Deviation
4.23
5.60
Sharpe Ratio
0.39
N/A
Treynor Ratio
2.45
N/A
5 Years
Statistic
CFMOX
Category
Alpha (against Standard Index)
-0.37
-0.94
Beta (against Standard Index)
0.71
0.88
Mean Annual Return
3.46
0.26
R-squared (against Standard Index)
92
90.92
Standard Deviation
3.58
4.56
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.61
N/A
10 Years
Statistic
CFMOX
Category
Alpha (against Standard Index)
-0.27
-0.89
Beta (against Standard Index)
0.79
0.91
Mean Annual Return
4.81
0.37
R-squared (against Standard Index)
94
91.76
Standard Deviation
3.78
4.42
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.34
N/A
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