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Putnam AMT - Free Insured Municipal Y (PAMYX)
On
Dec 28
:
14.63
0.01
(0.07%)
MORE ON PAMYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PAMYX
Category
Alpha (against Standard Index)
-0.94
-2.38
Beta (against Standard Index)
1.02
1.16
Mean Annual Return
3.23
0.19
R-squared (against Standard Index)
97
87.38
Standard Deviation
6.23
7.62
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.94
N/A
5 Years
Statistic
PAMYX
Category
Alpha (against Standard Index)
-1.17
-1.54
Beta (against Standard Index)
1.03
1.15
Mean Annual Return
3.32
0.27
R-squared (against Standard Index)
97
87.54
Standard Deviation
5.06
6.12
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.33
N/A
10 Years
Statistic
PAMYX
Category
Alpha (against Standard Index)
-1.24
-1.35
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
4.52
0.38
R-squared (against Standard Index)
98
88.56
Standard Deviation
5.04
5.58
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.49
N/A
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