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MainStay Tax-Free Bond A (MTBAX)
On
Dec 2
:
9.07
0.02
(0.22%)
MORE ON MTBAX
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Risk
As of 31-Oct-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)
:
4.41%
Worst 1 Yr Total Return
(2008)
:
-7.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MTBAX
Category
Alpha (against Standard Index)
-2.64
-2.27
Beta (against Standard Index)
1.10
1.17
Mean Annual Return
1.60
0.19
R-squared (against Standard Index)
92
87.41
Standard Deviation
6.91
7.66
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.75
N/A
5 Years
Statistic
MTBAX
Category
Alpha (against Standard Index)
-1.80
-1.38
Beta (against Standard Index)
1.10
1.15
Mean Annual Return
2.39
0.25
R-squared (against Standard Index)
92
87.57
Standard Deviation
5.62
6.17
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.58
N/A
10 Years
Statistic
MTBAX
Category
Alpha (against Standard Index)
-1.67
-1.30
Beta (against Standard Index)
1.10
1.11
Mean Annual Return
4.16
0.39
R-squared (against Standard Index)
94
88.63
Standard Deviation
5.32
5.59
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.08
N/A
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