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Putnam AMT - Free Insured Municipal A (PPNAX)
On
Nov 27
:
14.61
0.01
(0.07%)
MORE ON PPNAX
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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)
:
3.85%
Worst 1 Yr Total Return
(2008)
:
-3.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PPNAX
Category
Alpha (against Standard Index)
-0.67
-2.27
Beta (against Standard Index)
1.02
1.17
Mean Annual Return
3.51
0.19
R-squared (against Standard Index)
98
87.41
Standard Deviation
6.22
7.66
Sharpe Ratio
0.20
N/A
Treynor Ratio
1.07
N/A
5 Years
Statistic
PPNAX
Category
Alpha (against Standard Index)
-0.74
-1.38
Beta (against Standard Index)
1.02
1.15
Mean Annual Return
3.42
0.25
R-squared (against Standard Index)
98
87.57
Standard Deviation
5.08
6.17
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.38
N/A
10 Years
Statistic
PPNAX
Category
Alpha (against Standard Index)
-0.70
-1.30
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
5.09
0.39
R-squared (against Standard Index)
98
88.63
Standard Deviation
5.03
5.59
Sharpe Ratio
0.43
N/A
Treynor Ratio
1.99
N/A
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