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Aberdeen Tax-Free Income D (NATFX)
On
Jan 5
:
10.14
0.02
(0.20%)
MORE ON NATFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
4.44%
Worst 1 Yr Total Return
(2008)
:
-2.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NATFX
Category
Alpha (against Standard Index)
-0.47
-0.30
Beta (against Standard Index)
0.96
0.86
Mean Annual Return
3.61
0.31
R-squared (against Standard Index)
98
90.72
Standard Deviation
5.82
5.41
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.40
N/A
5 Years
Statistic
NATFX
Category
Alpha (against Standard Index)
-0.61
-0.69
Beta (against Standard Index)
0.95
0.86
Mean Annual Return
3.80
0.30
R-squared (against Standard Index)
98
91.00
Standard Deviation
4.68
4.39
Sharpe Ratio
0.19
N/A
Treynor Ratio
0.85
N/A
10 Years
Statistic
NATFX
Category
Alpha (against Standard Index)
-0.51
-0.71
Beta (against Standard Index)
0.98
0.89
Mean Annual Return
5.05
0.38
R-squared (against Standard Index)
98
92.35
Standard Deviation
4.61
4.29
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.17
N/A
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