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Target Total Return Bond T (TATBX)
On
Dec 24
:
10.66
0.03
(0.28%)
MORE ON TATBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
8.93%
Worst 1 Yr Total Return
(2008)
:
1.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TATBX
Category
Alpha (against Standard Index)
1.71
-1.73
Beta (against Standard Index)
1.29
1.02
Mean Annual Return
9.37
0.39
R-squared (against Standard Index)
69
59.65
Standard Deviation
6.30
5.93
Sharpe Ratio
1.08
N/A
Treynor Ratio
5.50
N/A
5 Years
Statistic
TATBX
Category
Alpha (against Standard Index)
1.23
-1.13
Beta (against Standard Index)
1.22
0.98
Mean Annual Return
7.30
0.35
R-squared (against Standard Index)
72
61.85
Standard Deviation
5.19
4.90
Sharpe Ratio
0.80
N/A
Treynor Ratio
3.53
N/A
10 Years
Statistic
TATBX
Category
Alpha (against Standard Index)
0.75
-0.67
Beta (against Standard Index)
1.07
0.96
Mean Annual Return
7.47
0.46
R-squared (against Standard Index)
77
70.95
Standard Deviation
4.58
4.48
Sharpe Ratio
0.96
N/A
Treynor Ratio
4.24
N/A
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