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Dreyfus State Muni Bond MI C (PCMIX)
On
Dec 24
:
14.53
0.01
(0.07%)
MORE ON PCMIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.85%
Worst 1 Yr Total Return
(2008)
:
-5.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCMIX
Category
Alpha (against Standard Index)
-1.89
-0.62
Beta (against Standard Index)
0.98
0.89
Mean Annual Return
2.19
0.29
R-squared (against Standard Index)
93
91.02
Standard Deviation
6.13
5.60
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.09
N/A
5 Years
Statistic
PCMIX
Category
Alpha (against Standard Index)
-1.54
-0.87
Beta (against Standard Index)
1.00
0.88
Mean Annual Return
2.89
0.29
R-squared (against Standard Index)
93
90.77
Standard Deviation
5.07
4.54
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.10
N/A
10 Years
Statistic
PCMIX
Category
Alpha (against Standard Index)
-1.66
-0.87
Beta (against Standard Index)
1.04
0.90
Mean Annual Return
4.00
0.37
R-squared (against Standard Index)
94
91.70
Standard Deviation
5.00
4.41
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.03
N/A
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