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DWS Managed Municipal Bonds Instl (SMLIX)
On
Jan 6
:
8.98
0.01
(0.11%)
MORE ON SMLIX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.04%
Worst 1 Yr Total Return
(2008)
:
-5.70%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SMLIX
Category
Alpha (against Standard Index)
-0.22
-2.38
Beta (against Standard Index)
1.17
1.16
Mean Annual Return
4.20
0.19
R-squared (against Standard Index)
92
87.38
Standard Deviation
7.31
7.62
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.66
N/A
5 Years
Statistic
SMLIX
Category
Alpha (against Standard Index)
-0.08
-1.54
Beta (against Standard Index)
1.14
1.15
Mean Annual Return
4.59
0.27
R-squared (against Standard Index)
92
87.54
Standard Deviation
5.82
6.12
Sharpe Ratio
0.29
N/A
Treynor Ratio
1.41
N/A
10 Years
Statistic
SMLIX
Category
Alpha (against Standard Index)
-0.41
-1.35
Beta (against Standard Index)
1.10
1.11
Mean Annual Return
5.45
0.38
R-squared (against Standard Index)
93
88.56
Standard Deviation
5.31
5.58
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.30
N/A
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