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Northern CA Tax-Exempt (NCATX)
On
Dec 8
:
10.80
0.04
(0.37%)
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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
(2004)
:
4.18%
Worst 1 Yr Total Return
(2008)
:
-3.28%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NCATX
Category
Alpha (against Standard Index)
-0.71
-2.83
Beta (against Standard Index)
1.18
1.27
Mean Annual Return
3.70
0.16
R-squared (against Standard Index)
95
86.16
Standard Deviation
7.29
8.45
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.09
N/A
5 Years
Statistic
NCATX
Category
Alpha (against Standard Index)
-0.59
-1.51
Beta (against Standard Index)
1.16
1.22
Mean Annual Return
3.70
0.25
R-squared (against Standard Index)
95
86.64
Standard Deviation
5.86
6.60
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.58
N/A
10 Years
Statistic
NCATX
Category
Alpha (against Standard Index)
-0.63
-1.44
Beta (against Standard Index)
1.20
1.19
Mean Annual Return
5.49
0.39
R-squared (against Standard Index)
95
87.45
Standard Deviation
5.74
6.01
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.11
N/A
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