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Dryden CA Municipal CA Income C (PCICX)
On
Dec 4
:
10.30
0.00
(0.00%)
MORE ON PCICX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.40%
Worst 1 Yr Total Return
(2008)
:
-6.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCICX
Category
Alpha (against Standard Index)
-1.76
-2.83
Beta (against Standard Index)
1.11
1.27
Mean Annual Return
2.52
0.16
R-squared (against Standard Index)
92
86.16
Standard Deviation
6.98
8.45
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.09
N/A
5 Years
Statistic
PCICX
Category
Alpha (against Standard Index)
-1.11
-1.51
Beta (against Standard Index)
1.11
1.22
Mean Annual Return
3.10
0.25
R-squared (against Standard Index)
93
86.64
Standard Deviation
5.65
6.60
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.07
N/A
10 Years
Statistic
PCICX
Category
Alpha (against Standard Index)
-1.36
-1.44
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
4.54
0.39
R-squared (against Standard Index)
93
87.45
Standard Deviation
5.43
6.01
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.40
N/A
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