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PNC Tax-Exempt Ltd Mat Bd C (PTCLX)On Dec 17: 10.39   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2008):3.34%
Worst 1 Yr Total Return (2005):-0.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPTCLXCategory
Alpha (against Standard Index)0.360.20
Beta (against Standard Index)0.360.36
Mean Annual Return3.340.26
R-squared (against Standard Index)6366.41
Standard Deviation2.622.65
Sharpe Ratio0.39N/A
Treynor Ratio3.01N/A
5 Years
StatisticPTCLXCategory
Alpha (against Standard Index)-1.18-0.67
Beta (against Standard Index)0.340.36
Mean Annual Return2.310.24
R-squared (against Standard Index)5863.11
Standard Deviation2.112.19
Sharpe Ratio-0.29N/A
Treynor Ratio-1.97N/A
10 Years
StatisticPTCLXCategory
Alpha (against Standard Index)-1.32-0.49
Beta (against Standard Index)0.370.41
Mean Annual Return2.580.29
R-squared (against Standard Index)6473.08
Standard Deviation2.102.15
Sharpe Ratio-0.15N/A
Treynor Ratio-0.96N/A

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