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Commerce Natl Tax Free Interm Bd (CFNLX)
On
Dec 4
:
19.01
0.06
(0.31%)
MORE ON CFNLX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
3.67%
Worst 1 Yr Total Return
(2008)
:
0.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CFNLX
Category
Alpha (against Standard Index)
0.09
-0.48
Beta (against Standard Index)
0.81
0.85
Mean Annual Return
3.95
0.29
R-squared (against Standard Index)
93
90.10
Standard Deviation
5.00
5.40
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.90
N/A
5 Years
Statistic
CFNLX
Category
Alpha (against Standard Index)
-0.46
-0.83
Beta (against Standard Index)
0.82
0.85
Mean Annual Return
3.49
0.27
R-squared (against Standard Index)
94
90.34
Standard Deviation
4.16
4.41
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.57
N/A
10 Years
Statistic
CFNLX
Category
Alpha (against Standard Index)
-0.36
-0.73
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
4.91
0.38
R-squared (against Standard Index)
95
92.14
Standard Deviation
4.09
4.29
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.26
N/A
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