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Virtus Tax-Exempt Bond C (PXCZX)
On
Dec 17
:
10.59
0.01
(0.09%)
MORE ON PXCZX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
2.33%
Worst 1 Yr Total Return
(2008)
:
-6.57%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PXCZX
Category
Alpha (against Standard Index)
-1.09
-0.30
Beta (against Standard Index)
1.21
0.86
Mean Annual Return
3.37
0.31
R-squared (against Standard Index)
93
90.72
Standard Deviation
7.57
5.41
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.91
N/A
5 Years
Statistic
PXCZX
Category
Alpha (against Standard Index)
-1.25
-0.69
Beta (against Standard Index)
1.19
0.86
Mean Annual Return
3.45
0.30
R-squared (against Standard Index)
93
91.00
Standard Deviation
6.03
4.39
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.39
N/A
10 Years
Statistic
PXCZX
Category
Alpha (against Standard Index)
-0.97
-0.71
Beta (against Standard Index)
1.17
0.89
Mean Annual Return
5.06
0.38
R-squared (against Standard Index)
94
92.35
Standard Deviation
5.64
4.29
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.82
N/A
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