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Nuveen GA Municipal Bond C (FGACX)
On
Dec 24
:
10.52
0.03
(0.28%)
MORE ON FGACX
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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)
:
4.53%
Worst 1 Yr Total Return
(2008)
:
-9.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGACX
Category
Alpha (against Standard Index)
-2.96
-2.38
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
1.44
0.19
R-squared (against Standard Index)
95
87.14
Standard Deviation
7.35
7.96
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.70
N/A
5 Years
Statistic
FGACX
Category
Alpha (against Standard Index)
-2.00
-1.15
Beta (against Standard Index)
1.19
1.11
Mean Annual Return
2.68
0.30
R-squared (against Standard Index)
95
90.11
Standard Deviation
5.97
5.78
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.26
N/A
10 Years
Statistic
FGACX
Category
Alpha (against Standard Index)
-1.60
-1.01
Beta (against Standard Index)
1.12
1.07
Mean Annual Return
4.27
0.40
R-squared (against Standard Index)
95
91.04
Standard Deviation
5.36
5.25
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.20
N/A
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