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Putnam CA Tax Exempt Income A (PCTEX)
On
Nov 27
:
7.61
0.01
(0.13%)
MORE ON PCTEX
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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)
:
4.42%
Worst 1 Yr Total Return
(2008)
:
-10.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCTEX
Category
Alpha (against Standard Index)
-2.12
-2.83
Beta (against Standard Index)
1.21
1.27
Mean Annual Return
2.26
0.16
R-squared (against Standard Index)
84
86.16
Standard Deviation
7.98
8.45
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.13
N/A
5 Years
Statistic
PCTEX
Category
Alpha (against Standard Index)
-1.33
-1.51
Beta (against Standard Index)
1.18
1.22
Mean Annual Return
2.93
0.25
R-squared (against Standard Index)
84
86.64
Standard Deviation
6.34
6.60
Sharpe Ratio
0.02
N/A
Treynor Ratio
-0.08
N/A
10 Years
Statistic
PCTEX
Category
Alpha (against Standard Index)
-1.29
-1.44
Beta (against Standard Index)
1.16
1.19
Mean Annual Return
4.70
0.39
R-squared (against Standard Index)
89
87.45
Standard Deviation
5.73
6.01
Sharpe Ratio
0.32
N/A
Treynor Ratio
1.49
N/A
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