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Virtus Tax-Exempt Bond A (HXBZX)
On
Dec 3
:
10.55
0.00
(0.00%)
MORE ON HXBZX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.57%
Worst 1 Yr Total Return
(2008)
:
-5.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HXBZX
Category
Alpha (against Standard Index)
-0.06
-0.48
Beta (against Standard Index)
1.21
0.85
Mean Annual Return
4.42
0.29
R-squared (against Standard Index)
93
90.10
Standard Deviation
7.55
5.40
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.65
N/A
5 Years
Statistic
HXBZX
Category
Alpha (against Standard Index)
-0.32
-0.83
Beta (against Standard Index)
1.19
0.85
Mean Annual Return
4.00
0.27
R-squared (against Standard Index)
93
90.34
Standard Deviation
6.05
4.41
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.82
N/A
10 Years
Statistic
HXBZX
Category
Alpha (against Standard Index)
-0.11
-0.73
Beta (against Standard Index)
1.18
0.88
Mean Annual Return
5.99
0.38
R-squared (against Standard Index)
95
92.14
Standard Deviation
5.64
4.29
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.57
N/A
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