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Nuveen Interm Duration Muni Bond A (NMBAX)
On
Dec 4
:
8.94
0.01
(0.11%)
MORE ON NMBAX
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Research Reports
Risk
As of 31-Oct-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
(2004)
:
4.73%
Worst 1 Yr Total Return
(2008)
:
-3.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NMBAX
Category
Alpha (against Standard Index)
-0.61
-0.48
Beta (against Standard Index)
0.86
0.85
Mean Annual Return
3.30
0.29
R-squared (against Standard Index)
92
90.10
Standard Deviation
5.35
5.40
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.03
N/A
5 Years
Statistic
NMBAX
Category
Alpha (against Standard Index)
-0.61
-0.83
Beta (against Standard Index)
0.86
0.85
Mean Annual Return
3.37
0.27
R-squared (against Standard Index)
93
90.34
Standard Deviation
4.38
4.41
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.41
N/A
10 Years
Statistic
NMBAX
Category
Alpha (against Standard Index)
-0.58
-0.73
Beta (against Standard Index)
0.84
0.88
Mean Annual Return
4.63
0.38
R-squared (against Standard Index)
93
92.14
Standard Deviation
4.05
4.29
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.98
N/A
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