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Nuveen MA Municipal Bond I (NBMAX)
On
Dec 24
:
9.69
0.03
(0.31%)
MORE ON NBMAX
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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)
:
5.23%
Worst 1 Yr Total Return
(2008)
:
-11.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBMAX
Category
Alpha (against Standard Index)
-1.33
-1.68
Beta (against Standard Index)
1.26
1.11
Mean Annual Return
3.17
0.23
R-squared (against Standard Index)
85
89.00
Standard Deviation
8.25
7.28
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.72
N/A
5 Years
Statistic
NBMAX
Category
Alpha (against Standard Index)
-0.78
-0.94
Beta (against Standard Index)
1.25
1.04
Mean Annual Return
4.00
0.31
R-squared (against Standard Index)
86
90.93
Standard Deviation
6.63
5.40
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.81
N/A
10 Years
Statistic
NBMAX
Category
Alpha (against Standard Index)
-0.79
-0.92
Beta (against Standard Index)
1.13
1.04
Mean Annual Return
5.13
0.40
R-squared (against Standard Index)
87
91.42
Standard Deviation
5.65
5.12
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.95
N/A
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