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Schroder Short-Term Municipal Bond Inv (STMIX)
On
Dec 2
:
0.20
0.00
(0.00%)
MORE ON STMIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.92%
Worst 1 Yr Total Return
(2008)
:
-9.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STMIX
Category
Alpha (against Standard Index)
-8.81
-0.01
Beta (against Standard Index)
0.23
0.35
Mean Annual Return
-5.75
0.25
R-squared (against Standard Index)
5
65.69
Standard Deviation
6.25
2.57
Sharpe Ratio
-1.38
N/A
Treynor Ratio
-37.37
N/A
5 Years
Statistic
STMIX
Category
Alpha (against Standard Index)
-5.58
-0.79
Beta (against Standard Index)
0.22
0.35
Mean Annual Return
-2.26
0.22
R-squared (against Standard Index)
5
62.89
Standard Deviation
5.01
2.15
Sharpe Ratio
-1.10
N/A
Treynor Ratio
-25.10
N/A
10 Years
Statistic
STMIX
Category
Alpha (against Standard Index)
N/A
-0.56
Beta (against Standard Index)
N/A
0.40
Mean Annual Return
N/A
0.29
R-squared (against Standard Index)
N/A
72.98
Standard Deviation
N/A
2.13
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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