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Nuveen High Yield Municipal Bond B (NHMBX)
On
Dec 28
:
15.02
0.01
(0.07%)
MORE ON NHMBX
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Research Reports
Risk
As of 30-Nov-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)
:
10.55%
Worst 1 Yr Total Return
(2008)
:
-40.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NHMBX
Category
Alpha (against Standard Index)
-12.93
-6.75
Beta (against Standard Index)
1.69
1.39
Mean Annual Return
-8.43
-0.14
R-squared (against Standard Index)
36
49.50
Standard Deviation
17.25
12.23
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-6.33
N/A
5 Years
Statistic
NHMBX
Category
Alpha (against Standard Index)
-6.61
-3.03
Beta (against Standard Index)
1.59
1.29
Mean Annual Return
-2.07
0.16
R-squared (against Standard Index)
34
48.63
Standard Deviation
13.53
9.36
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-3.17
N/A
10 Years
Statistic
NHMBX
Category
Alpha (against Standard Index)
-2.59
-1.97
Beta (against Standard Index)
1.16
1.03
Mean Annual Return
2.99
0.31
R-squared (against Standard Index)
30
48.10
Standard Deviation
9.90
7.16
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.05
N/A
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