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Nuveen CT Municipal Bond I (FCTRX)
On
Dec 8
:
10.51
0.02
(0.19%)
MORE ON FCTRX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.72%
Worst 1 Yr Total Return
(2008)
:
-7.66%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCTRX
Category
Alpha (against Standard Index)
-0.65
-2.20
Beta (against Standard Index)
1.11
1.19
Mean Annual Return
3.64
0.20
R-squared (against Standard Index)
90
87.28
Standard Deviation
7.00
7.96
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.11
N/A
5 Years
Statistic
FCTRX
Category
Alpha (against Standard Index)
-0.41
-1.03
Beta (against Standard Index)
1.11
1.11
Mean Annual Return
3.82
0.28
R-squared (against Standard Index)
91
90.28
Standard Deviation
5.69
5.80
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.72
N/A
10 Years
Statistic
FCTRX
Category
Alpha (against Standard Index)
-0.42
-0.99
Beta (against Standard Index)
1.07
1.07
Mean Annual Return
5.38
0.40
R-squared (against Standard Index)
93
91.11
Standard Deviation
5.15
5.25
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.26
N/A
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