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Frost Municipal Bond Inst (FIMUX)
On
Dec 9
:
10.47
0.00
(0.00%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.66%
Worst 1 Yr Total Return
(2005)
:
1.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FIMUX
Category
Alpha (against Standard Index)
1.18
-0.48
Beta (against Standard Index)
0.66
0.85
Mean Annual Return
4.60
0.29
R-squared (against Standard Index)
85
90.10
Standard Deviation
4.23
5.40
Sharpe Ratio
0.56
N/A
Treynor Ratio
3.67
N/A
5 Years
Statistic
FIMUX
Category
Alpha (against Standard Index)
0.13
-0.83
Beta (against Standard Index)
0.69
0.85
Mean Annual Return
3.82
0.27
R-squared (against Standard Index)
85
90.34
Standard Deviation
3.60
4.41
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.35
N/A
10 Years
Statistic
FIMUX
Category
Alpha (against Standard Index)
N/A
-0.73
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.38
R-squared (against Standard Index)
N/A
92.14
Standard Deviation
N/A
4.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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