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Nuveen MO Municipal Bond C (FMOCX)
On
Dec 24
:
10.60
0.04
(0.38%)
MORE ON FMOCX
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Research Reports
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
(2004)
:
4.36%
Worst 1 Yr Total Return
(2008)
:
-10.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FMOCX
Category
Alpha (against Standard Index)
-2.27
-2.38
Beta (against Standard Index)
1.17
1.19
Mean Annual Return
2.09
0.19
R-squared (against Standard Index)
90
87.14
Standard Deviation
7.45
7.96
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.16
N/A
5 Years
Statistic
FMOCX
Category
Alpha (against Standard Index)
-1.47
-1.15
Beta (against Standard Index)
1.16
1.11
Mean Annual Return
3.18
0.30
R-squared (against Standard Index)
90
90.11
Standard Deviation
6.00
5.78
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.17
N/A
10 Years
Statistic
FMOCX
Category
Alpha (against Standard Index)
-1.37
-1.01
Beta (against Standard Index)
1.08
1.07
Mean Annual Return
4.39
0.40
R-squared (against Standard Index)
92
91.04
Standard Deviation
5.25
5.25
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.36
N/A
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