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YieldQuest Tax Exempt Bond Inst (YQTEX)
On
Dec 4
:
8.44
0.04
(0.48%)
MORE ON YQTEX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
1
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
5.99%
Worst 1 Yr Total Return
(2008)
:
-14.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
YQTEX
Category
Alpha (against Standard Index)
-7.39
-0.48
Beta (against Standard Index)
1.39
0.85
Mean Annual Return
-2.90
0.29
R-squared (against Standard Index)
63
90.10
Standard Deviation
10.63
5.40
Sharpe Ratio
-0.45
N/A
Treynor Ratio
-3.82
N/A
5 Years
Statistic
YQTEX
Category
Alpha (against Standard Index)
N/A
-0.83
Beta (against Standard Index)
N/A
0.85
Mean Annual Return
N/A
0.27
R-squared (against Standard Index)
N/A
90.34
Standard Deviation
N/A
4.41
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
YQTEX
Category
Alpha (against Standard Index)
N/A
-0.73
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.38
R-squared (against Standard Index)
N/A
92.14
Standard Deviation
N/A
4.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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