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Nuveen High Yield Municipal Bond A (NHMAX)
On
Dec 7
:
14.94
0.01
(0.07%)
MORE ON NHMAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
11.41%
Worst 1 Yr Total Return
(2008)
:
-40.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NHMAX
Category
Alpha (against Standard Index)
-11.71
-6.32
Beta (against Standard Index)
1.69
1.40
Mean Annual Return
-7.38
-0.11
R-squared (against Standard Index)
36
49.69
Standard Deviation
17.25
12.27
Sharpe Ratio
-0.49
N/A
Treynor Ratio
-5.79
N/A
5 Years
Statistic
NHMAX
Category
Alpha (against Standard Index)
-5.24
-2.50
Beta (against Standard Index)
1.58
1.28
Mean Annual Return
-1.28
0.17
R-squared (against Standard Index)
34
48.36
Standard Deviation
13.51
9.38
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-2.73
N/A
10 Years
Statistic
NHMAX
Category
Alpha (against Standard Index)
-1.81
-1.92
Beta (against Standard Index)
1.16
1.04
Mean Annual Return
3.82
0.32
R-squared (against Standard Index)
30
48.15
Standard Deviation
9.89
7.18
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.73
N/A
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