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Van Kampen CA Insured Tax-Free A (VKCIX)
On
Dec 1
:
16.38
0.03
(0.18%)
MORE ON VKCIX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
4.26%
Worst 1 Yr Total Return
(2008)
:
-12.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VKCIX
Category
Alpha (against Standard Index)
-4.49
-2.83
Beta (against Standard Index)
1.42
1.27
Mean Annual Return
0.17
0.16
R-squared (against Standard Index)
89
86.16
Standard Deviation
9.14
8.45
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-1.58
N/A
5 Years
Statistic
VKCIX
Category
Alpha (against Standard Index)
-2.84
-1.51
Beta (against Standard Index)
1.40
1.22
Mean Annual Return
1.59
0.25
R-squared (against Standard Index)
89
86.64
Standard Deviation
7.36
6.60
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-1.03
N/A
10 Years
Statistic
VKCIX
Category
Alpha (against Standard Index)
-2.08
-1.44
Beta (against Standard Index)
1.34
1.19
Mean Annual Return
4.33
0.39
R-squared (against Standard Index)
91
87.45
Standard Deviation
6.59
6.01
Sharpe Ratio
0.23
N/A
Treynor Ratio
1.02
N/A
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