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Nuveen CT Municipal Bond A (FCTTX)
On
Jan 6
:
10.42
0.00
(0.00%)
MORE ON FCTTX
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Research Reports
Risk
As of 30-Nov-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)
:
4.55%
Worst 1 Yr Total Return
(2008)
:
-7.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FCTTX
Category
Alpha (against Standard Index)
-0.95
-2.38
Beta (against Standard Index)
1.11
1.19
Mean Annual Return
3.35
0.19
R-squared (against Standard Index)
91
87.14
Standard Deviation
6.98
7.96
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.97
N/A
5 Years
Statistic
FCTTX
Category
Alpha (against Standard Index)
-0.67
-1.15
Beta (against Standard Index)
1.11
1.11
Mean Annual Return
3.94
0.30
R-squared (against Standard Index)
92
90.11
Standard Deviation
5.66
5.78
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.86
N/A
10 Years
Statistic
FCTTX
Category
Alpha (against Standard Index)
-0.61
-1.01
Beta (against Standard Index)
1.07
1.07
Mean Annual Return
5.16
0.40
R-squared (against Standard Index)
93
91.04
Standard Deviation
5.15
5.25
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.09
N/A
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