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Tax-Free Trust of OR Y (ORTYX)
On
Nov 30
:
10.86
0.00
(0.00%)
MORE ON ORTYX
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Risk
As of 31-Oct-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)
:
3.98%
Worst 1 Yr Total Return
(2008)
:
-1.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ORTYX
Category
Alpha (against Standard Index)
-0.05
-0.71
Beta (against Standard Index)
0.92
0.89
Mean Annual Return
3.99
0.28
R-squared (against Standard Index)
97
91.15
Standard Deviation
5.56
5.60
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.72
N/A
5 Years
Statistic
ORTYX
Category
Alpha (against Standard Index)
-0.40
-0.94
Beta (against Standard Index)
0.94
0.88
Mean Annual Return
3.67
0.26
R-squared (against Standard Index)
97
90.92
Standard Deviation
4.64
4.56
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.69
N/A
10 Years
Statistic
ORTYX
Category
Alpha (against Standard Index)
-0.36
-0.89
Beta (against Standard Index)
0.94
0.91
Mean Annual Return
5.13
0.37
R-squared (against Standard Index)
98
91.76
Standard Deviation
4.42
4.42
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.29
N/A
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