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Dryden CA Municipal CA Income Z (PCIZX)
On
Dec 7
:
10.30
0.00
(0.00%)
MORE ON PCIZX
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Research Reports
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
(2006)
:
5.09%
Worst 1 Yr Total Return
(2008)
:
-6.12%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCIZX
Category
Alpha (against Standard Index)
-0.98
-2.83
Beta (against Standard Index)
1.12
1.27
Mean Annual Return
3.33
0.16
R-squared (against Standard Index)
92
86.16
Standard Deviation
7.02
8.45
Sharpe Ratio
0.16
N/A
Treynor Ratio
0.81
N/A
5 Years
Statistic
PCIZX
Category
Alpha (against Standard Index)
-0.34
-1.51
Beta (against Standard Index)
1.11
1.22
Mean Annual Return
3.90
0.25
R-squared (against Standard Index)
93
86.64
Standard Deviation
5.67
6.60
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.79
N/A
10 Years
Statistic
PCIZX
Category
Alpha (against Standard Index)
-0.60
-1.44
Beta (against Standard Index)
1.12
1.19
Mean Annual Return
5.34
0.39
R-squared (against Standard Index)
93
87.45
Standard Deviation
5.42
6.01
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.11
N/A
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