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MTB Virginia Municipal Bond A (RSXIX)
On
Dec 24
:
10.84
0.00
(0.00%)
MORE ON RSXIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.58%
Worst 1 Yr Total Return
(2008)
:
-0.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
RSXIX
Category
Alpha (against Standard Index)
-0.32
-0.62
Beta (against Standard Index)
0.80
0.89
Mean Annual Return
3.47
0.29
R-squared (against Standard Index)
93
91.02
Standard Deviation
4.93
5.60
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.51
N/A
5 Years
Statistic
RSXIX
Category
Alpha (against Standard Index)
-0.77
-0.87
Beta (against Standard Index)
0.80
0.88
Mean Annual Return
3.42
0.29
R-squared (against Standard Index)
93
90.77
Standard Deviation
4.03
4.54
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.54
N/A
10 Years
Statistic
RSXIX
Category
Alpha (against Standard Index)
-0.64
-0.87
Beta (against Standard Index)
0.88
0.90
Mean Annual Return
4.66
0.37
R-squared (against Standard Index)
94
91.70
Standard Deviation
4.26
4.41
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.96
N/A
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