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Nuveen CO Municipal Bond C (FCOCX)
On
Dec 30
:
9.87
0.00
(0.00%)
MORE ON FCOCX
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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
(2004)
:
5.56%
Worst 1 Yr Total Return
(2008)
:
-9.78%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCOCX
Category
Alpha (against Standard Index)
-2.77
-2.38
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
1.62
0.19
R-squared (against Standard Index)
88
87.14
Standard Deviation
7.75
7.96
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.54
N/A
5 Years
Statistic
FCOCX
Category
Alpha (against Standard Index)
-1.88
-1.15
Beta (against Standard Index)
1.20
1.11
Mean Annual Return
2.80
0.30
R-squared (against Standard Index)
88
90.11
Standard Deviation
6.26
5.78
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.15
N/A
10 Years
Statistic
FCOCX
Category
Alpha (against Standard Index)
-1.76
-1.01
Beta (against Standard Index)
1.12
1.07
Mean Annual Return
4.09
0.40
R-squared (against Standard Index)
90
91.04
Standard Deviation
5.49
5.25
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.04
N/A
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