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USAA Tax Exempt Short-Term (USSTX)
On
Nov 30
:
10.59
0.00
(0.00%)
MORE ON USSTX
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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
(2006)
:
3.54%
Worst 1 Yr Total Return
(2008)
:
1.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
USSTX
Category
Alpha (against Standard Index)
0.66
-0.01
Beta (against Standard Index)
0.31
0.35
Mean Annual Return
3.67
0.25
R-squared (against Standard Index)
75
65.69
Standard Deviation
2.06
2.57
Sharpe Ratio
0.57
N/A
Treynor Ratio
4.06
N/A
5 Years
Statistic
USSTX
Category
Alpha (against Standard Index)
-0.19
-0.79
Beta (against Standard Index)
0.31
0.35
Mean Annual Return
3.19
0.22
R-squared (against Standard Index)
73
62.89
Standard Deviation
1.66
2.15
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.56
N/A
10 Years
Statistic
USSTX
Category
Alpha (against Standard Index)
-0.16
-0.56
Beta (against Standard Index)
0.32
0.40
Mean Annual Return
3.68
0.29
R-squared (against Standard Index)
79
72.98
Standard Deviation
1.63
2.13
Sharpe Ratio
0.42
N/A
Treynor Ratio
2.24
N/A
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