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Nuveen GA Municipal Bond I (FGARX)
On
Dec 4
:
10.55
0.01
(0.09%)
MORE ON FGARX
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Risk
As of 31-Oct-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)
:
5.36%
Worst 1 Yr Total Return
(2008)
:
-8.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FGARX
Category
Alpha (against Standard Index)
-2.04
-2.20
Beta (against Standard Index)
1.19
1.19
Mean Annual Return
2.34
0.20
R-squared (against Standard Index)
95
87.28
Standard Deviation
7.33
7.96
Sharpe Ratio
0.03
N/A
Treynor Ratio
-0.06
N/A
5 Years
Statistic
FGARX
Category
Alpha (against Standard Index)
-1.14
-1.03
Beta (against Standard Index)
1.19
1.11
Mean Annual Return
3.15
0.28
R-squared (against Standard Index)
95
90.28
Standard Deviation
5.99
5.80
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.11
N/A
10 Years
Statistic
FGARX
Category
Alpha (against Standard Index)
-0.84
-0.99
Beta (against Standard Index)
1.12
1.07
Mean Annual Return
5.09
0.40
R-squared (against Standard Index)
95
91.11
Standard Deviation
5.37
5.25
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.89
N/A
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