National Muni Interm
Performance Analytics (From 02/12/2001 To 11/29/2024)
Not up-to-date? Try| Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/12/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.8 | 2.7 | 5.0 | 0.6 | 1.6 | 2.4 | 3.1 | 3.4 | 3.1 | 5.9 | -6.8 | 1.2 | 5.2 | 6.9 | 1.3 | 4.6 | 0.2 | 3.0 | 7.3 | -1.5 | 5.8 | 9.7 | 1.9 | 10.3 | -0.1 | 3.5 | 4.5 | 2.3 | 3.3 | 2.7 | 2.9 | -0.9 |
| Sharpe Ratio | NA | -1.53 | -0.51 | -1.07 | -0.21 | 0.26 | NA | NA | 0.63 | 0.5 | -2.26 | 0.81 | 0.72 | 3.23 | 0.01 | 1.91 | 0.0 | 1.55 | 4.07 | -0.51 | 2.8 | 4.05 | 0.69 | 3.22 | -0.19 | 0.23 | 0.57 | 0.07 | 0.67 | 0.72 | 0.72 | -1.63 |
| Draw Down(%) | NA | 2.1 | 2.1 | 11.1 | 11.4 | 11.4 | NA | NA | 11.4 | 5.0 | 11.1 | 1.8 | 10.6 | 1.5 | 1.9 | 1.7 | 5.0 | 2.1 | 1.3 | 5.6 | 1.8 | 1.9 | 4.8 | 2.8 | 8.2 | 1.8 | 1.3 | 2.4 | 5.4 | 4.0 | 3.7 | 3.4 |
| Standard Deviation(%) | NA | 2.7 | 2.8 | 3.2 | 4.0 | 3.2 | NA | NA | 3.0 | 3.3 | 3.6 | 1.4 | 6.9 | 1.7 | 1.7 | 2.1 | 2.5 | 1.9 | 1.8 | 3.0 | 2.1 | 2.4 | 2.6 | 3.2 | 5.1 | 2.3 | 2.2 | 2.3 | 3.5 | 2.8 | 2.5 | 2.0 |
| Treynor Ratio | NA | -0.04 | -0.01 | -0.03 | -0.01 | 0.01 | NA | NA | 0.02 | 0.02 | -0.08 | 0.01 | 0.05 | 0.05 | 0.0 | 0.04 | 0.0 | 0.03 | 0.07 | -0.02 | 0.06 | 0.1 | 0.02 | 0.1 | -0.01 | 0.01 | 0.01 | 0.0 | 0.02 | 0.02 | 0.02 | -0.05 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | -0.01 | -0.02 |
| Beta | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | NA | NA | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.01 | 1.01 | 1.01 | 1.0 | 1.01 | 1.01 | 1.0 | 1.01 | 1.0 | 1.0 | 1.0 | 1.0 | 1.01 | 1.01 | 1.0 | 1.0 | 0.92 | 0.76 | 0.63 |
| RSquared | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | NA | NA | 0.98 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.94 | 0.79 | 0.62 |
| Yield(%) | N/A | 2.5 | 2.8 | 2.5 | 2.5 | 2.7 | 3.0 | 3.3 | N/A | 2.9 | 2.3 | 2.2 | 2.5 | 2.8 | 2.8 | 2.9 | 2.8 | 3.0 | 3.3 | 3.1 | 3.2 | 3.8 | 3.4 | 4.1 | 4.1 | 4.2 | 4.3 | 4.1 | 4.1 | 2.4 | 0.0 | 0.4 |
| Dividend Growth(%) | N/A | -8.9 | 0.5 | 4.0 | -11.7 | -24.8 | N/A | N/A | N/A | 14.1 | 0.7 | -6.1 | -8.1 | -3.8 | 0.4 | -1.5 | -4.2 | -4.9 | -0.7 | -0.7 | -10.3 | 9.3 | -11.5 | -4.1 | -2.3 | -1.9 | 1.4 | 0.2 | 70.6 | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/12/2001
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