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Dupree NC Tax-Free Short-to-Medium (NTSMX)
On
Dec 4
:
10.75
0.00
(0.00%)
MORE ON NTSMX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
3.68%
Worst 1 Yr Total Return
(2005)
:
0.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NTSMX
Category
Alpha (against Standard Index)
0.13
0.21
Beta (against Standard Index)
0.55
0.54
Mean Annual Return
3.56
0.30
R-squared (against Standard Index)
82
81.95
Standard Deviation
3.63
3.48
Sharpe Ratio
0.31
N/A
Treynor Ratio
2.06
N/A
5 Years
Statistic
NTSMX
Category
Alpha (against Standard Index)
-0.93
-0.79
Beta (against Standard Index)
0.56
0.54
Mean Annual Return
2.73
0.24
R-squared (against Standard Index)
82
79.14
Standard Deviation
3.01
2.89
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-0.52
N/A
10 Years
Statistic
NTSMX
Category
Alpha (against Standard Index)
-0.62
-0.54
Beta (against Standard Index)
0.59
0.53
Mean Annual Return
3.92
0.32
R-squared (against Standard Index)
81
76.16
Standard Deviation
3.00
2.79
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.62
N/A
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