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T. Rowe Price NJ Tax-Free Bond (NJTFX)
On
Dec 22
:
11.42
0.02
(0.17%)
MORE ON NJTFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.78%
Worst 1 Yr Total Return
(2008)
:
-5.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NJTFX
Category
Alpha (against Standard Index)
-0.98
-1.88
Beta (against Standard Index)
0.95
1.10
Mean Annual Return
3.07
0.22
R-squared (against Standard Index)
95
88.42
Standard Deviation
5.84
7.30
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.84
N/A
5 Years
Statistic
NJTFX
Category
Alpha (against Standard Index)
-0.63
-1.03
Beta (against Standard Index)
0.95
1.08
Mean Annual Return
3.78
0.30
R-squared (against Standard Index)
95
87.33
Standard Deviation
4.77
5.83
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.83
N/A
10 Years
Statistic
NJTFX
Category
Alpha (against Standard Index)
-0.38
-1.04
Beta (against Standard Index)
0.97
1.05
Mean Annual Return
5.15
0.39
R-squared (against Standard Index)
96
85.32
Standard Deviation
4.59
5.44
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.30
N/A
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