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Nuveen Insured Municipal Bond C (NMBKX)
On
Dec 4
:
10.29
0.01
(0.10%)
MORE ON NMBKX
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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
(2006)
:
3.85%
Worst 1 Yr Total Return
(2008)
:
-7.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NMBKX
Category
Alpha (against Standard Index)
-2.22
-2.27
Beta (against Standard Index)
1.06
1.17
Mean Annual Return
1.98
0.19
R-squared (against Standard Index)
96
87.41
Standard Deviation
6.52
7.66
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.41
N/A
5 Years
Statistic
NMBKX
Category
Alpha (against Standard Index)
-1.78
-1.38
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
2.39
0.25
R-squared (against Standard Index)
96
87.57
Standard Deviation
5.38
6.17
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-0.59
N/A
10 Years
Statistic
NMBKX
Category
Alpha (against Standard Index)
-1.55
-1.30
Beta (against Standard Index)
1.03
1.11
Mean Annual Return
4.11
0.39
R-squared (against Standard Index)
96
88.63
Standard Deviation
4.88
5.59
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.11
N/A
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