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Putnam AMT - Free Insured Municipal B (PTFIX)
On
Nov 30
:
14.62
0.01
(0.07%)
MORE ON PTFIX
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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)
:
3.18%
Worst 1 Yr Total Return
(2008)
:
-3.69%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PTFIX
Category
Alpha (against Standard Index)
-1.31
-2.27
Beta (against Standard Index)
1.03
1.17
Mean Annual Return
2.86
0.19
R-squared (against Standard Index)
98
87.41
Standard Deviation
6.25
7.66
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.43
N/A
5 Years
Statistic
PTFIX
Category
Alpha (against Standard Index)
-1.39
-1.38
Beta (against Standard Index)
1.03
1.15
Mean Annual Return
2.75
0.25
R-squared (against Standard Index)
98
87.57
Standard Deviation
5.10
6.17
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-0.27
N/A
10 Years
Statistic
PTFIX
Category
Alpha (against Standard Index)
-1.30
-1.30
Beta (against Standard Index)
1.07
1.11
Mean Annual Return
4.48
0.39
R-squared (against Standard Index)
98
88.63
Standard Deviation
5.05
5.59
Sharpe Ratio
0.31
N/A
Treynor Ratio
1.41
N/A
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