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Waddell & Reed Municipal Bond A (UNMBX)
On
Dec 8
:
7.19
0.01
(0.14%)
MORE ON UNMBX
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Research Reports
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)
:
3.65%
Worst 1 Yr Total Return
(2008)
:
-1.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
UNMBX
Category
Alpha (against Standard Index)
0.86
-0.48
Beta (against Standard Index)
0.77
0.85
Mean Annual Return
4.69
0.29
R-squared (against Standard Index)
94
90.10
Standard Deviation
4.73
5.40
Sharpe Ratio
0.47
N/A
Treynor Ratio
2.95
N/A
5 Years
Statistic
UNMBX
Category
Alpha (against Standard Index)
-0.07
-0.83
Beta (against Standard Index)
0.80
0.85
Mean Annual Return
3.87
0.27
R-squared (against Standard Index)
93
90.34
Standard Deviation
4.01
4.41
Sharpe Ratio
0.22
N/A
Treynor Ratio
1.06
N/A
10 Years
Statistic
UNMBX
Category
Alpha (against Standard Index)
-0.67
-0.73
Beta (against Standard Index)
0.94
0.88
Mean Annual Return
4.79
0.38
R-squared (against Standard Index)
92
92.14
Standard Deviation
4.55
4.29
Sharpe Ratio
0.41
N/A
Treynor Ratio
1.94
N/A
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