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Nuveen MD Municipal Bond I (NMMDX)
On
Dec 24
:
10.55
0.03
(0.28%)
MORE ON NMMDX
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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
(2004)
:
5.08%
Worst 1 Yr Total Return
(2008)
:
-8.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NMMDX
Category
Alpha (against Standard Index)
-0.60
-2.38
Beta (against Standard Index)
1.14
1.19
Mean Annual Return
3.74
0.19
R-squared (against Standard Index)
86
87.14
Standard Deviation
7.37
7.96
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.29
N/A
5 Years
Statistic
NMMDX
Category
Alpha (against Standard Index)
-0.42
-1.15
Beta (against Standard Index)
1.14
1.11
Mean Annual Return
4.23
0.30
R-squared (against Standard Index)
87
90.11
Standard Deviation
5.95
5.78
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.09
N/A
10 Years
Statistic
NMMDX
Category
Alpha (against Standard Index)
-0.39
-1.01
Beta (against Standard Index)
1.09
1.07
Mean Annual Return
5.46
0.40
R-squared (against Standard Index)
90
91.04
Standard Deviation
5.34
5.25
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.31
N/A
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