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Victory OH Municipal Bond A (SOHTX)
On
Dec 10
:
12.02
0.02
(0.17%)
MORE ON SOHTX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
3.79%
Worst 1 Yr Total Return
(2008)
:
1.99%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
SOHTX
Category
Alpha (against Standard Index)
0.46
-1.35
Beta (against Standard Index)
0.76
0.99
Mean Annual Return
4.22
0.24
R-squared (against Standard Index)
91
89.95
Standard Deviation
4.77
6.49
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.56
N/A
5 Years
Statistic
SOHTX
Category
Alpha (against Standard Index)
-0.22
-0.85
Beta (against Standard Index)
0.79
0.94
Mean Annual Return
3.96
0.30
R-squared (against Standard Index)
91
92.95
Standard Deviation
3.99
4.74
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.24
N/A
10 Years
Statistic
SOHTX
Category
Alpha (against Standard Index)
-0.46
-0.84
Beta (against Standard Index)
0.90
0.95
Mean Annual Return
4.88
0.39
R-squared (against Standard Index)
93
93.25
Standard Deviation
4.37
4.57
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.17
N/A
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