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Ivy Municipal High Income I (WYMHX)
On
Dec 17
:
4.74
0.01
(0.21%)
MORE ON WYMHX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2005)
:
7.33%
Worst 1 Yr Total Return
(2008)
:
-17.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WYMHX
Category
Alpha (against Standard Index)
-1.63
-6.75
Beta (against Standard Index)
1.10
1.39
Mean Annual Return
2.42
-0.14
R-squared (against Standard Index)
47
49.50
Standard Deviation
9.73
12.23
Sharpe Ratio
0.06
N/A
Treynor Ratio
0.13
N/A
5 Years
Statistic
WYMHX
Category
Alpha (against Standard Index)
0.19
-3.03
Beta (against Standard Index)
1.06
1.29
Mean Annual Return
4.61
0.16
R-squared (against Standard Index)
47
48.63
Standard Deviation
7.60
9.36
Sharpe Ratio
0.24
N/A
Treynor Ratio
1.54
N/A
10 Years
Statistic
WYMHX
Category
Alpha (against Standard Index)
-0.51
-1.97
Beta (against Standard Index)
0.90
1.03
Mean Annual Return
4.76
0.31
R-squared (against Standard Index)
50
48.10
Standard Deviation
5.90
7.16
Sharpe Ratio
0.33
N/A
Treynor Ratio
2.03
N/A
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