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T. Rowe Price Tax-Free Income Inv (PRTAX)
On
Dec 22
:
9.80
0.02
(0.20%)
MORE ON PRTAX
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Analyst
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
(2006)
:
5.14%
Worst 1 Yr Total Return
(2008)
:
-5.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PRTAX
Category
Alpha (against Standard Index)
-0.87
-2.38
Beta (against Standard Index)
1.06
1.16
Mean Annual Return
3.36
0.19
R-squared (against Standard Index)
95
87.38
Standard Deviation
6.53
7.62
Sharpe Ratio
0.19
N/A
Treynor Ratio
1.03
N/A
5 Years
Statistic
PRTAX
Category
Alpha (against Standard Index)
-0.44
-1.54
Beta (against Standard Index)
1.05
1.15
Mean Annual Return
4.11
0.27
R-squared (against Standard Index)
95
87.54
Standard Deviation
5.28
6.12
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.06
N/A
10 Years
Statistic
PRTAX
Category
Alpha (against Standard Index)
-0.37
-1.35
Beta (against Standard Index)
1.04
1.11
Mean Annual Return
5.34
0.38
R-squared (against Standard Index)
96
88.56
Standard Deviation
4.94
5.58
Sharpe Ratio
0.49
N/A
Treynor Ratio
2.32
N/A
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