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Putnam CA Tax Exempt Income B (PCTBX)
On
Nov 30
:
7.60
0.00
(0.00%)
MORE ON PCTBX
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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)
:
3.89%
Worst 1 Yr Total Return
(2008)
:
-11.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCTBX
Category
Alpha (against Standard Index)
-2.77
-2.83
Beta (against Standard Index)
1.22
1.27
Mean Annual Return
1.61
0.16
R-squared (against Standard Index)
84
86.16
Standard Deviation
8.00
8.45
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-0.67
N/A
5 Years
Statistic
PCTBX
Category
Alpha (against Standard Index)
-2.00
-1.51
Beta (against Standard Index)
1.19
1.22
Mean Annual Return
2.25
0.25
R-squared (against Standard Index)
85
86.64
Standard Deviation
6.37
6.60
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-0.65
N/A
10 Years
Statistic
PCTBX
Category
Alpha (against Standard Index)
-1.94
-1.44
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
4.03
0.39
R-squared (against Standard Index)
89
87.45
Standard Deviation
5.74
6.01
Sharpe Ratio
0.21
N/A
Treynor Ratio
0.91
N/A
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