Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Friday, December 25, 2009, 10:30AM ET - U.S. Markets Closed for Christmas.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Nuveen CA Municipal Bond I (NCSPX)
On
Dec 24
:
9.70
0.04
(0.41%)
MORE ON NCSPX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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
(2004)
:
5.89%
Worst 1 Yr Total Return
(2008)
:
-12.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NCSPX
Category
Alpha (against Standard Index)
-2.65
-3.17
Beta (against Standard Index)
1.30
1.26
Mean Annual Return
1.88
0.14
R-squared (against Standard Index)
82
85.78
Standard Deviation
8.70
8.43
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.30
N/A
5 Years
Statistic
NCSPX
Category
Alpha (against Standard Index)
-1.40
-1.78
Beta (against Standard Index)
1.28
1.22
Mean Annual Return
3.39
0.26
R-squared (against Standard Index)
82
86.44
Standard Deviation
6.96
6.57
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.31
N/A
10 Years
Statistic
NCSPX
Category
Alpha (against Standard Index)
-1.39
-1.52
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
4.57
0.38
R-squared (against Standard Index)
83
87.22
Standard Deviation
5.92
6.01
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.41
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center