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Friday, December 25, 2009, 10:30AM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Nuveen CA Municipal Bond I (NCSPX)On Dec 24: 9.70  Down 0.04 (0.41%)  
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Risk  As of 30-Nov-09Get 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):5.89%
Worst 1 Yr Total Return (2008):-12.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNCSPXCategory
Alpha (against Standard Index)-2.65-3.17
Beta (against Standard Index)1.301.26
Mean Annual Return1.880.14
R-squared (against Standard Index)8285.78
Standard Deviation8.708.43
Sharpe Ratio0.00N/A
Treynor Ratio-0.30N/A
5 Years
StatisticNCSPXCategory
Alpha (against Standard Index)-1.40-1.78
Beta (against Standard Index)1.281.22
Mean Annual Return3.390.26
R-squared (against Standard Index)8286.44
Standard Deviation6.966.57
Sharpe Ratio0.09N/A
Treynor Ratio0.31N/A
10 Years
StatisticNCSPXCategory
Alpha (against Standard Index)-1.39-1.52
Beta (against Standard Index)1.161.18
Mean Annual Return4.570.38
R-squared (against Standard Index)8387.22
Standard Deviation5.926.01
Sharpe Ratio0.30N/A
Treynor Ratio1.41N/A

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