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Madison Mosaic Tax-Free National (GTFHX)
On
Dec 4
:
11.00
0.00
(0.00%)
MORE ON GTFHX
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Research Reports
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
(2006)
:
3.05%
Worst 1 Yr Total Return
(2005)
:
1.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GTFHX
Category
Alpha (against Standard Index)
-0.15
-2.27
Beta (against Standard Index)
0.79
1.17
Mean Annual Return
3.66
0.19
R-squared (against Standard Index)
91
87.41
Standard Deviation
4.93
7.66
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.58
N/A
5 Years
Statistic
GTFHX
Category
Alpha (against Standard Index)
-1.02
-1.38
Beta (against Standard Index)
0.82
1.15
Mean Annual Return
2.91
0.25
R-squared (against Standard Index)
91
87.57
Standard Deviation
4.21
6.17
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-0.14
N/A
10 Years
Statistic
GTFHX
Category
Alpha (against Standard Index)
-0.96
-1.30
Beta (against Standard Index)
0.97
1.11
Mean Annual Return
4.57
0.39
R-squared (against Standard Index)
92
88.63
Standard Deviation
4.72
5.59
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.65
N/A
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