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Aberdeen Tax-Free Income A (NTFAX)
On
Jan 6
:
10.14
0.00
(0.00%)
MORE ON NTFAX
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Research Reports
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)
:
4.18%
Worst 1 Yr Total Return
(2008)
:
-2.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NTFAX
Category
Alpha (against Standard Index)
-0.68
-0.30
Beta (against Standard Index)
0.96
0.86
Mean Annual Return
3.39
0.31
R-squared (against Standard Index)
98
90.72
Standard Deviation
5.81
5.41
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.17
N/A
5 Years
Statistic
NTFAX
Category
Alpha (against Standard Index)
-0.84
-0.69
Beta (against Standard Index)
0.95
0.86
Mean Annual Return
3.56
0.30
R-squared (against Standard Index)
98
91.00
Standard Deviation
4.67
4.39
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.60
N/A
10 Years
Statistic
NTFAX
Category
Alpha (against Standard Index)
-0.76
-0.71
Beta (against Standard Index)
0.98
0.89
Mean Annual Return
4.78
0.38
R-squared (against Standard Index)
98
92.35
Standard Deviation
4.61
4.29
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.90
N/A
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