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Schroder Short-Term Municipal Bond Adv (STMVX)
On
Dec 4
:
0.18
0.01
(5.26%)
MORE ON STMVX
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Research Reports
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)
:
3.66%
Worst 1 Yr Total Return
(2008)
:
-9.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
STMVX
Category
Alpha (against Standard Index)
-7.54
-0.01
Beta (against Standard Index)
0.13
0.35
Mean Annual Return
-4.67
0.25
R-squared (against Standard Index)
2
65.69
Standard Deviation
5.83
2.57
Sharpe Ratio
-1.29
N/A
Treynor Ratio
-58.02
N/A
5 Years
Statistic
STMVX
Category
Alpha (against Standard Index)
-4.92
-0.79
Beta (against Standard Index)
0.14
0.35
Mean Annual Return
-1.69
0.22
R-squared (against Standard Index)
2
62.89
Standard Deviation
4.65
2.15
Sharpe Ratio
-1.06
N/A
Treynor Ratio
-36.27
N/A
10 Years
Statistic
STMVX
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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