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PNC National Tax-Exempt Bond C (PNXCX)
On
Dec 10
:
9.91
0.01
(0.10%)
MORE ON PNXCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.59%
Worst 1 Yr Total Return
(2005)
:
-0.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PNXCX
Category
Alpha (against Standard Index)
-0.47
-0.48
Beta (against Standard Index)
0.70
0.85
Mean Annual Return
3.16
0.29
R-squared (against Standard Index)
72
90.10
Standard Deviation
4.90
5.40
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.07
N/A
5 Years
Statistic
PNXCX
Category
Alpha (against Standard Index)
-1.51
-0.83
Beta (against Standard Index)
0.69
0.85
Mean Annual Return
2.26
0.27
R-squared (against Standard Index)
73
90.34
Standard Deviation
3.94
4.41
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-1.10
N/A
10 Years
Statistic
PNXCX
Category
Alpha (against Standard Index)
-1.54
-0.73
Beta (against Standard Index)
0.74
0.88
Mean Annual Return
3.37
0.38
R-squared (against Standard Index)
81
92.14
Standard Deviation
3.84
4.29
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.54
N/A
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