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Dreyfus State Muni Bond OH B (POHBX)
On
Dec 28
:
11.96
0.01
(0.08%)
MORE ON POHBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
3.65%
Worst 1 Yr Total Return
(2008)
:
-7.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
POHBX
Category
Alpha (against Standard Index)
-2.43
-1.35
Beta (against Standard Index)
1.00
0.99
Mean Annual Return
1.66
0.24
R-squared (against Standard Index)
94
89.95
Standard Deviation
6.24
6.49
Sharpe Ratio
-0.06
N/A
Treynor Ratio
-0.60
N/A
5 Years
Statistic
POHBX
Category
Alpha (against Standard Index)
-1.79
-0.85
Beta (against Standard Index)
1.02
0.94
Mean Annual Return
2.67
0.30
R-squared (against Standard Index)
94
92.95
Standard Deviation
5.13
4.74
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.32
N/A
10 Years
Statistic
POHBX
Category
Alpha (against Standard Index)
-1.66
-0.84
Beta (against Standard Index)
1.03
0.95
Mean Annual Return
3.96
0.39
R-squared (against Standard Index)
95
93.25
Standard Deviation
4.93
4.57
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.01
N/A
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