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Nuveen Interm Duration Muni Bond B (NUMBX)
On
Dec 24
:
8.94
0.02
(0.22%)
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Research Reports
Risk
As of 30-Nov-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)
:
3.91%
Worst 1 Yr Total Return
(2008)
:
-4.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NUMBX
Category
Alpha (against Standard Index)
-1.23
-0.30
Beta (against Standard Index)
0.87
0.86
Mean Annual Return
2.66
0.31
R-squared (against Standard Index)
92
90.72
Standard Deviation
5.41
5.41
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.45
N/A
5 Years
Statistic
NUMBX
Category
Alpha (against Standard Index)
-1.32
-0.69
Beta (against Standard Index)
0.87
0.86
Mean Annual Return
2.95
0.30
R-squared (against Standard Index)
93
91.00
Standard Deviation
4.41
4.39
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.04
N/A
10 Years
Statistic
NUMBX
Category
Alpha (against Standard Index)
-1.31
-0.71
Beta (against Standard Index)
0.85
0.89
Mean Annual Return
3.86
0.38
R-squared (against Standard Index)
93
92.35
Standard Deviation
4.07
4.29
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.10
N/A
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