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Saturday, December 5, 2009, 10:11PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
Northern CA Intermediate Tax-Exempt (NCITX)On Dec 4: 10.17   0.00 (0.00%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):3.61%
Worst 1 Yr Total Return (2008):-1.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNCITXCategory
Alpha (against Standard Index)-1.01-1.01
Beta (against Standard Index)0.890.78
Mean Annual Return2.950.24
R-squared (against Standard Index)9682.58
Standard Deviation5.445.19
Sharpe Ratio0.12N/A
Treynor Ratio0.60N/A
5 Years
StatisticNCITXCategory
Alpha (against Standard Index)-1.12-1.07
Beta (against Standard Index)0.900.82
Mean Annual Return2.890.24
R-squared (against Standard Index)9783.89
Standard Deviation4.484.43
Sharpe Ratio-0.01N/A
Treynor Ratio-0.15N/A
10 Years
StatisticNCITXCategory
Alpha (against Standard Index)-1.08-0.89
Beta (against Standard Index)0.950.80
Mean Annual Return4.390.35
R-squared (against Standard Index)9685.79
Standard Deviation4.534.01
Sharpe Ratio0.32N/A
Treynor Ratio1.50N/A

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