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Churchill Tax-Free Fund of KY C (CHKCX)
On
Nov 30
:
10.52
0.01
(0.10%)
MORE ON CHKCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
3.43%
Worst 1 Yr Total Return
(2008)
:
-5.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
CHKCX
Category
Alpha (against Standard Index)
-1.43
-0.71
Beta (against Standard Index)
1.23
0.89
Mean Annual Return
3.03
0.28
R-squared (against Standard Index)
94
91.15
Standard Deviation
7.62
5.60
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.50
N/A
5 Years
Statistic
CHKCX
Category
Alpha (against Standard Index)
-1.62
-0.94
Beta (against Standard Index)
1.20
0.88
Mean Annual Return
2.67
0.26
R-squared (against Standard Index)
94
90.92
Standard Deviation
6.07
4.56
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.30
N/A
10 Years
Statistic
CHKCX
Category
Alpha (against Standard Index)
-1.76
-0.89
Beta (against Standard Index)
1.02
0.91
Mean Annual Return
3.86
0.37
R-squared (against Standard Index)
90
91.76
Standard Deviation
4.95
4.42
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.87
N/A
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