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Dreyfus State Muni Bond CT C (PMCCX)On Dec 23: 11.57   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get 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):3.28%
Worst 1 Yr Total Return (2008):-7.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPMCCXCategory
Alpha (against Standard Index)-1.77-0.62
Beta (against Standard Index)0.960.89
Mean Annual Return2.260.29
R-squared (against Standard Index)8791.02
Standard Deviation6.185.60
Sharpe Ratio0.03N/A
Treynor Ratio-0.01N/A
5 Years
StatisticPMCCXCategory
Alpha (against Standard Index)-1.67-0.87
Beta (against Standard Index)0.960.88
Mean Annual Return2.700.29
R-squared (against Standard Index)8890.77
Standard Deviation4.994.54
Sharpe Ratio-0.03N/A
Treynor Ratio-0.30N/A
10 Years
StatisticPMCCXCategory
Alpha (against Standard Index)-1.61-0.87
Beta (against Standard Index)1.010.90
Mean Annual Return3.970.37
R-squared (against Standard Index)9291.70
Standard Deviation4.914.41
Sharpe Ratio0.23N/A
Treynor Ratio1.03N/A

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