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MTB New York Municipal Bond Instl I (VNYIX)
On
Dec 1
:
10.19
0.01
(0.10%)
MORE ON VNYIX
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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)
:
4.21%
Worst 1 Yr Total Return
(2008)
:
-4.59%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
VNYIX
Category
Alpha (against Standard Index)
-1.48
-0.66
Beta (against Standard Index)
0.90
0.82
Mean Annual Return
2.48
0.27
R-squared (against Standard Index)
97
87.93
Standard Deviation
5.47
5.25
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.07
N/A
5 Years
Statistic
VNYIX
Category
Alpha (against Standard Index)
-1.16
-0.95
Beta (against Standard Index)
0.90
0.82
Mean Annual Return
2.84
0.25
R-squared (against Standard Index)
97
87.83
Standard Deviation
4.48
4.31
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.20
N/A
10 Years
Statistic
VNYIX
Category
Alpha (against Standard Index)
-0.88
-0.77
Beta (against Standard Index)
0.98
0.87
Mean Annual Return
4.67
0.38
R-squared (against Standard Index)
96
87.54
Standard Deviation
4.65
4.34
Sharpe Ratio
0.38
N/A
Treynor Ratio
1.74
N/A
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