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Dreyfus State Muni Bond NC A (PSNOX)
On
Dec 29
:
13.59
0.01
(0.07%)
MORE ON PSNOX
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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)
:
4.34%
Worst 1 Yr Total Return
(2008)
:
-3.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PSNOX
Category
Alpha (against Standard Index)
-0.58
-0.62
Beta (against Standard Index)
0.84
0.89
Mean Annual Return
3.29
0.29
R-squared (against Standard Index)
95
91.02
Standard Deviation
5.16
5.60
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.21
N/A
5 Years
Statistic
PSNOX
Category
Alpha (against Standard Index)
-0.46
-0.87
Beta (against Standard Index)
0.86
0.88
Mean Annual Return
3.81
0.29
R-squared (against Standard Index)
95
90.77
Standard Deviation
4.27
4.54
Sharpe Ratio
0.20
N/A
Treynor Ratio
0.96
N/A
10 Years
Statistic
PSNOX
Category
Alpha (against Standard Index)
-0.54
-0.87
Beta (against Standard Index)
0.96
0.90
Mean Annual Return
4.96
0.37
R-squared (against Standard Index)
93
91.70
Standard Deviation
4.63
4.41
Sharpe Ratio
0.44
N/A
Treynor Ratio
2.11
N/A
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