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Dreyfus State Muni Bond MN C (PMNCX)
On
Dec 28
:
15.11
0.02
(0.13%)
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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
(2004)
:
3.97%
Worst 1 Yr Total Return
(2008)
:
-5.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PMNCX
Category
Alpha (against Standard Index)
-1.09
-1.08
Beta (against Standard Index)
0.86
0.98
Mean Annual Return
2.79
0.26
R-squared (against Standard Index)
87
88.22
Standard Deviation
5.55
6.47
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.60
N/A
5 Years
Statistic
PMNCX
Category
Alpha (against Standard Index)
-0.89
-0.62
Beta (against Standard Index)
0.88
0.94
Mean Annual Return
3.40
0.32
R-squared (against Standard Index)
88
91.57
Standard Deviation
4.58
4.82
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.47
N/A
10 Years
Statistic
PMNCX
Category
Alpha (against Standard Index)
-0.93
-0.61
Beta (against Standard Index)
0.94
0.93
Mean Annual Return
4.50
0.40
R-squared (against Standard Index)
91
91.41
Standard Deviation
4.61
4.52
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.67
N/A
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