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Putnam CA Tax-Exempt Income M (PCLMX)
On
Dec 22
:
7.58
0.01
(0.13%)
MORE ON PCLMX
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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
(2006)
:
4.24%
Worst 1 Yr Total Return
(2008)
:
-10.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCLMX
Category
Alpha (against Standard Index)
-2.72
-3.17
Beta (against Standard Index)
1.21
1.26
Mean Annual Return
1.68
0.14
R-squared (against Standard Index)
84
85.78
Standard Deviation
8.03
8.43
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.48
N/A
5 Years
Statistic
PCLMX
Category
Alpha (against Standard Index)
-1.89
-1.78
Beta (against Standard Index)
1.19
1.22
Mean Annual Return
2.77
0.26
R-squared (against Standard Index)
84
86.44
Standard Deviation
6.37
6.57
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.18
N/A
10 Years
Statistic
PCLMX
Category
Alpha (against Standard Index)
-1.68
-1.52
Beta (against Standard Index)
1.16
1.18
Mean Annual Return
4.27
0.38
R-squared (against Standard Index)
89
87.22
Standard Deviation
5.73
6.01
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.16
N/A
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