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Trust for Credit Unions Short Duration (TCUDX)
On
Dec 7
:
9.68
0.02
(0.21%)
MORE ON TCUDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.48%
Worst 1 Yr Total Return
(2005)
:
1.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCUDX
Category
Alpha (against Standard Index)
0.64
1.08
Beta (against Standard Index)
0.33
0.37
Mean Annual Return
4.38
0.41
R-squared (against Standard Index)
51
48.77
Standard Deviation
1.84
2.20
Sharpe Ratio
1.01
N/A
Treynor Ratio
5.93
N/A
5 Years
Statistic
TCUDX
Category
Alpha (against Standard Index)
0.10
-0.02
Beta (against Standard Index)
0.33
0.39
Mean Annual Return
3.81
0.31
R-squared (against Standard Index)
57
53.98
Standard Deviation
1.57
1.94
Sharpe Ratio
0.48
N/A
Treynor Ratio
2.36
N/A
10 Years
Statistic
TCUDX
Category
Alpha (against Standard Index)
0.47
-0.11
Beta (against Standard Index)
0.37
0.46
Mean Annual Return
4.71
0.36
R-squared (against Standard Index)
70
65.31
Standard Deviation
1.71
2.21
Sharpe Ratio
1.01
N/A
Treynor Ratio
4.67
N/A
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