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Rochester Municipals B (RMUBX)
On
Dec 23
:
15.69
0.01
(0.06%)
MORE ON RMUBX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2005)
:
7.77%
Worst 1 Yr Total Return
(2008)
:
-31.50%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RMUBX
Category
Alpha (against Standard Index)
-7.00
-1.95
Beta (against Standard Index)
2.10
1.17
Mean Annual Return
-1.80
0.22
R-squared (against Standard Index)
61
89.01
Standard Deviation
16.31
7.68
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-1.94
N/A
5 Years
Statistic
RMUBX
Category
Alpha (against Standard Index)
-3.02
-1.20
Beta (against Standard Index)
1.99
1.16
Mean Annual Return
2.29
0.30
R-squared (against Standard Index)
60
88.62
Standard Deviation
12.76
6.18
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.35
N/A
10 Years
Statistic
RMUBX
Category
Alpha (against Standard Index)
-2.60
-1.09
Beta (against Standard Index)
1.55
1.11
Mean Annual Return
4.12
0.40
R-squared (against Standard Index)
56
88.47
Standard Deviation
9.65
5.61
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.77
N/A
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