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Consulting Group Municipal Bond (TMUUX)
On
Dec 3
:
9.25
0.01
(0.11%)
MORE ON TMUUX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
4.22%
Worst 1 Yr Total Return
(2008)
:
-2.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TMUUX
Category
Alpha (against Standard Index)
-0.64
-2.27
Beta (against Standard Index)
1.06
1.17
Mean Annual Return
3.60
0.19
R-squared (against Standard Index)
98
87.41
Standard Deviation
6.45
7.66
Sharpe Ratio
0.21
N/A
Treynor Ratio
1.11
N/A
5 Years
Statistic
TMUUX
Category
Alpha (against Standard Index)
-0.80
-1.38
Beta (against Standard Index)
1.07
1.15
Mean Annual Return
3.40
0.25
R-squared (against Standard Index)
98
87.57
Standard Deviation
5.31
6.17
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.35
N/A
10 Years
Statistic
TMUUX
Category
Alpha (against Standard Index)
-0.60
-1.30
Beta (against Standard Index)
1.13
1.11
Mean Annual Return
5.37
0.39
R-squared (against Standard Index)
97
88.63
Standard Deviation
5.38
5.59
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.12
N/A
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