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Nuveen CA Insured Municipal Bond A (NCAIX)
On
Dec 24
:
9.97
0.03
(0.30%)
MORE ON NCAIX
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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
(2006)
:
4.53%
Worst 1 Yr Total Return
(2008)
:
-11.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NCAIX
Category
Alpha (against Standard Index)
-3.17
-3.17
Beta (against Standard Index)
1.32
1.26
Mean Annual Return
1.41
0.14
R-squared (against Standard Index)
90
85.78
Standard Deviation
8.44
8.43
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-0.65
N/A
5 Years
Statistic
NCAIX
Category
Alpha (against Standard Index)
-2.05
-1.78
Beta (against Standard Index)
1.30
1.22
Mean Annual Return
2.76
0.26
R-squared (against Standard Index)
90
86.44
Standard Deviation
6.76
6.57
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.17
N/A
10 Years
Statistic
NCAIX
Category
Alpha (against Standard Index)
-1.64
-1.52
Beta (against Standard Index)
1.21
1.18
Mean Annual Return
4.45
0.38
R-squared (against Standard Index)
91
87.22
Standard Deviation
5.94
6.01
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.26
N/A
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