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Nuveen NC Municipal Bond A (FLNCX)
On
Dec 24
:
10.35
0.03
(0.29%)
MORE ON FLNCX
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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
(2006)
:
4.42%
Worst 1 Yr Total Return
(2008)
:
-5.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLNCX
Category
Alpha (against Standard Index)
-1.22
-2.38
Beta (against Standard Index)
1.11
1.19
Mean Annual Return
3.10
0.19
R-squared (against Standard Index)
98
87.14
Standard Deviation
6.76
7.96
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.75
N/A
5 Years
Statistic
FLNCX
Category
Alpha (against Standard Index)
-0.83
-1.15
Beta (against Standard Index)
1.11
1.11
Mean Annual Return
3.79
0.30
R-squared (against Standard Index)
98
90.11
Standard Deviation
5.48
5.78
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.72
N/A
10 Years
Statistic
FLNCX
Category
Alpha (against Standard Index)
-0.63
-1.01
Beta (against Standard Index)
1.09
1.07
Mean Annual Return
5.20
0.40
R-squared (against Standard Index)
97
91.04
Standard Deviation
5.14
5.25
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.09
N/A
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