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Rochester Municipals C (RMUCX)
On
Dec 28
:
15.67
0.01
(0.06%)
MORE ON RMUCX
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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)
:
7.78%
Worst 1 Yr Total Return
(2008)
:
-31.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RMUCX
Category
Alpha (against Standard Index)
-6.95
-1.95
Beta (against Standard Index)
2.10
1.17
Mean Annual Return
-1.76
0.22
R-squared (against Standard Index)
61
89.01
Standard Deviation
16.34
7.68
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-1.92
N/A
5 Years
Statistic
RMUCX
Category
Alpha (against Standard Index)
-2.98
-1.20
Beta (against Standard Index)
1.99
1.16
Mean Annual Return
2.32
0.30
R-squared (against Standard Index)
59
88.62
Standard Deviation
12.78
6.18
Sharpe Ratio
0.01
N/A
Treynor Ratio
-0.34
N/A
10 Years
Statistic
RMUCX
Category
Alpha (against Standard Index)
-2.59
-1.09
Beta (against Standard Index)
1.56
1.11
Mean Annual Return
4.13
0.40
R-squared (against Standard Index)
56
88.47
Standard Deviation
9.67
5.61
Sharpe Ratio
0.17
N/A
Treynor Ratio
0.78
N/A
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