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Nuveen MA Insured Municipal Bond I (NIMAX)
On
Dec 24
:
10.12
0.03
(0.30%)
MORE ON NIMAX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.39%
Worst 1 Yr Total Return
(2008)
:
-5.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NIMAX
Category
Alpha (against Standard Index)
-0.59
-1.68
Beta (against Standard Index)
1.06
1.11
Mean Annual Return
3.64
0.23
R-squared (against Standard Index)
95
89.00
Standard Deviation
6.55
7.28
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.30
N/A
5 Years
Statistic
NIMAX
Category
Alpha (against Standard Index)
-0.50
-0.94
Beta (against Standard Index)
1.08
1.04
Mean Annual Return
4.08
0.31
R-squared (against Standard Index)
95
90.93
Standard Deviation
5.42
5.40
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.02
N/A
10 Years
Statistic
NIMAX
Category
Alpha (against Standard Index)
-0.79
-0.92
Beta (against Standard Index)
1.10
1.04
Mean Annual Return
5.06
0.40
R-squared (against Standard Index)
95
91.42
Standard Deviation
5.24
5.12
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.94
N/A
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