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Nebraska Municipal (NEMUX)
On
Feb 9
:
10.15
0.01
(0.10%)
MORE ON NEMUX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
9.51%
Worst 1 Yr Total Return
(2008)
:
-2.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NEMUX
Category
Alpha (against Standard Index)
-0.53
-0.56
Beta (against Standard Index)
0.75
0.88
Mean Annual Return
3.49
0.32
R-squared (against Standard Index)
94
90.86
Standard Deviation
4.61
5.57
Sharpe Ratio
0.33
N/A
Treynor Ratio
2.00
N/A
5 Years
Statistic
NEMUX
Category
Alpha (against Standard Index)
-0.39
-0.81
Beta (against Standard Index)
0.72
0.88
Mean Annual Return
3.46
0.27
R-squared (against Standard Index)
88
90.77
Standard Deviation
3.70
4.51
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.78
N/A
10 Years
Statistic
NEMUX
Category
Alpha (against Standard Index)
-0.90
-0.83
Beta (against Standard Index)
0.61
0.90
Mean Annual Return
3.75
0.39
R-squared (against Standard Index)
71
91.48
Standard Deviation
3.40
4.36
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.50
N/A
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