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Putnam PA Tax Exempt Income C (PPNCX)
On
Dec 24
:
9.00
0.00
(0.00%)
MORE ON PPNCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
1.92%
Worst 1 Yr Total Return
(2008)
:
-6.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PPNCX
Category
Alpha (against Standard Index)
-1.45
-1.74
Beta (against Standard Index)
0.97
1.05
Mean Annual Return
2.60
0.22
R-squared (against Standard Index)
93
87.62
Standard Deviation
6.02
6.96
Sharpe Ratio
0.08
N/A
Treynor Ratio
0.34
N/A
5 Years
Statistic
PPNCX
Category
Alpha (against Standard Index)
-1.40
-1.15
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
2.99
0.29
R-squared (against Standard Index)
93
86.96
Standard Deviation
4.85
5.55
Sharpe Ratio
0.02
N/A
Treynor Ratio
0.00
N/A
10 Years
Statistic
PPNCX
Category
Alpha (against Standard Index)
-1.33
-1.01
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
4.15
0.39
R-squared (against Standard Index)
95
88.10
Standard Deviation
4.60
5.11
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.27
N/A
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