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Nuveen Limited-Term Municipal Bond I (FLTRX)
On
Dec 18
:
10.78
0.00
(0.00%)
MORE ON FLTRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
4.12%
Worst 1 Yr Total Return
(2005)
:
1.43%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FLTRX
Category
Alpha (against Standard Index)
0.96
0.20
Beta (against Standard Index)
0.53
0.36
Mean Annual Return
4.31
0.26
R-squared (against Standard Index)
86
66.41
Standard Deviation
3.39
2.65
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.84
N/A
5 Years
Statistic
FLTRX
Category
Alpha (against Standard Index)
-0.07
-0.67
Beta (against Standard Index)
0.54
0.36
Mean Annual Return
3.76
0.24
R-squared (against Standard Index)
85
63.11
Standard Deviation
2.81
2.19
Sharpe Ratio
0.27
N/A
Treynor Ratio
1.42
N/A
10 Years
Statistic
FLTRX
Category
Alpha (against Standard Index)
-0.17
-0.49
Beta (against Standard Index)
0.58
0.41
Mean Annual Return
4.33
0.29
R-squared (against Standard Index)
87
73.08
Standard Deviation
2.85
2.15
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.43
N/A
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