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Nuveen High Yield Municipal Bond I (NHMRX)
On
Jan 5
:
15.10
0.04
(0.27%)
MORE ON NHMRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
11.58%
Worst 1 Yr Total Return
(2008)
:
-40.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NHMRX
Category
Alpha (against Standard Index)
-11.99
-6.75
Beta (against Standard Index)
1.69
1.39
Mean Annual Return
-7.56
-0.14
R-squared (against Standard Index)
36
49.50
Standard Deviation
17.21
12.23
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-5.83
N/A
5 Years
Statistic
NHMRX
Category
Alpha (against Standard Index)
-5.67
-3.03
Beta (against Standard Index)
1.59
1.29
Mean Annual Return
-1.15
0.16
R-squared (against Standard Index)
34
48.63
Standard Deviation
13.50
9.36
Sharpe Ratio
-0.24
N/A
Treynor Ratio
-2.60
N/A
10 Years
Statistic
NHMRX
Category
Alpha (against Standard Index)
-1.64
-1.97
Beta (against Standard Index)
1.16
1.03
Mean Annual Return
3.96
0.31
R-squared (against Standard Index)
30
48.10
Standard Deviation
9.88
7.16
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.89
N/A
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