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Saratoga Municipal Bond C (SMBCX)
On
Dec 24
:
9.74
0.01
(0.10%)
MORE ON SMBCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
1.86%
Worst 1 Yr Total Return
(2008)
:
-4.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMBCX
Category
Alpha (against Standard Index)
-2.42
-2.38
Beta (against Standard Index)
0.49
1.16
Mean Annual Return
0.75
0.19
R-squared (against Standard Index)
57
87.38
Standard Deviation
3.89
7.62
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-3.09
N/A
5 Years
Statistic
SMBCX
Category
Alpha (against Standard Index)
-2.59
-1.54
Beta (against Standard Index)
0.54
1.15
Mean Annual Return
1.16
0.27
R-squared (against Standard Index)
61
87.54
Standard Deviation
3.39
6.12
Sharpe Ratio
-0.51
N/A
Treynor Ratio
-3.38
N/A
10 Years
Statistic
SMBCX
Category
Alpha (against Standard Index)
-2.31
-1.35
Beta (against Standard Index)
0.82
1.11
Mean Annual Return
2.74
0.38
R-squared (against Standard Index)
74
88.56
Standard Deviation
4.45
5.58
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.23
N/A
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