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Nuveen MA Municipal Bond B (NMABX)
On
Dec 8
:
9.77
0.02
(0.21%)
MORE ON NMABX
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Risk
As of 31-Oct-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
(2004)
:
4.15%
Worst 1 Yr Total Return
(2008)
:
-11.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NMABX
Category
Alpha (against Standard Index)
-2.17
-1.61
Beta (against Standard Index)
1.26
1.11
Mean Annual Return
2.28
0.24
R-squared (against Standard Index)
85
89.10
Standard Deviation
8.22
7.28
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.11
N/A
5 Years
Statistic
NMABX
Category
Alpha (against Standard Index)
-1.64
-0.94
Beta (against Standard Index)
1.25
1.05
Mean Annual Return
2.68
0.28
R-squared (against Standard Index)
86
91.03
Standard Deviation
6.63
5.43
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.27
N/A
10 Years
Statistic
NMABX
Category
Alpha (against Standard Index)
-1.75
-0.92
Beta (against Standard Index)
1.13
1.04
Mean Annual Return
4.13
0.40
R-squared (against Standard Index)
87
91.46
Standard Deviation
5.62
5.12
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.03
N/A
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