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Tax-Free Trust of OR A (ORTFX)
On
Jan 6
:
10.87
0.00
(0.00%)
MORE ON ORTFX
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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)
:
3.95%
Worst 1 Yr Total Return
(2008)
:
-1.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ORTFX
Category
Alpha (against Standard Index)
-0.22
-0.62
Beta (against Standard Index)
0.91
0.89
Mean Annual Return
3.79
0.29
R-squared (against Standard Index)
98
91.02
Standard Deviation
5.52
5.60
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.66
N/A
5 Years
Statistic
ORTFX
Category
Alpha (against Standard Index)
-0.51
-0.87
Beta (against Standard Index)
0.93
0.88
Mean Annual Return
3.86
0.29
R-squared (against Standard Index)
98
90.77
Standard Deviation
4.56
4.54
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.94
N/A
10 Years
Statistic
ORTFX
Category
Alpha (against Standard Index)
-0.49
-0.87
Beta (against Standard Index)
0.93
0.90
Mean Annual Return
4.95
0.37
R-squared (against Standard Index)
98
91.70
Standard Deviation
4.38
4.41
Sharpe Ratio
0.46
N/A
Treynor Ratio
2.16
N/A
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