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Van Kampen CA Insured Tax-Free I (VCIIX)
On
Dec 3
:
16.44
0.02
(0.12%)
MORE ON VCIIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
4.43%
Worst 1 Yr Total Return
(2008)
:
-12.07%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VCIIX
Category
Alpha (against Standard Index)
-4.20
-2.83
Beta (against Standard Index)
1.41
1.27
Mean Annual Return
0.44
0.16
R-squared (against Standard Index)
88
86.16
Standard Deviation
9.10
8.45
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-1.40
N/A
5 Years
Statistic
VCIIX
Category
Alpha (against Standard Index)
-2.63
-1.51
Beta (against Standard Index)
1.39
1.22
Mean Annual Return
1.80
0.25
R-squared (against Standard Index)
89
86.64
Standard Deviation
7.33
6.60
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-0.88
N/A
10 Years
Statistic
VCIIX
Category
Alpha (against Standard Index)
-1.96
-1.44
Beta (against Standard Index)
1.34
1.19
Mean Annual Return
4.44
0.39
R-squared (against Standard Index)
91
87.45
Standard Deviation
6.57
6.01
Sharpe Ratio
0.25
N/A
Treynor Ratio
1.10
N/A
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