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Nuveen AZ Municipal Bond B (FAZBX)
On
Dec 24
:
10.23
0.03
(0.29%)
MORE ON FAZBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.81%
Worst 1 Yr Total Return
(2008)
:
-10.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FAZBX
Category
Alpha (against Standard Index)
-2.62
-2.38
Beta (against Standard Index)
1.13
1.19
Mean Annual Return
1.68
0.19
R-squared (against Standard Index)
90
87.14
Standard Deviation
7.18
7.96
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-0.53
N/A
5 Years
Statistic
FAZBX
Category
Alpha (against Standard Index)
-2.03
-1.15
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
2.57
0.30
R-squared (against Standard Index)
91
90.11
Standard Deviation
5.82
5.78
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.37
N/A
10 Years
Statistic
FAZBX
Category
Alpha (against Standard Index)
-2.02
-1.01
Beta (against Standard Index)
1.11
1.07
Mean Annual Return
3.80
0.40
R-squared (against Standard Index)
93
91.04
Standard Deviation
5.36
5.25
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.79
N/A
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