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Nationwide Bond D (MUIBX)
On
Dec 3
:
9.71
0.02
(0.21%)
MORE ON MUIBX
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Research Reports
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
(2007)
:
6.10%
Worst 1 Yr Total Return
(2008)
:
-4.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MUIBX
Category
Alpha (against Standard Index)
-0.02
-1.72
Beta (against Standard Index)
0.81
1.02
Mean Annual Return
5.50
0.39
R-squared (against Standard Index)
47
59.27
Standard Deviation
4.69
5.93
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.83
N/A
5 Years
Statistic
MUIBX
Category
Alpha (against Standard Index)
0.09
-1.05
Beta (against Standard Index)
0.84
0.98
Mean Annual Return
4.80
0.33
R-squared (against Standard Index)
57
61.87
Standard Deviation
4.04
4.88
Sharpe Ratio
0.43
N/A
Treynor Ratio
2.11
N/A
10 Years
Statistic
MUIBX
Category
Alpha (against Standard Index)
-0.30
-0.65
Beta (against Standard Index)
1.02
0.96
Mean Annual Return
6.03
0.45
R-squared (against Standard Index)
75
71.12
Standard Deviation
4.43
4.47
Sharpe Ratio
0.68
N/A
Treynor Ratio
3.00
N/A
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