Risk vs return

Risk measures
Benchmark used: Barclays Municipal 5 Yr GO (4-6) TR USD
| Fund | Category average | |
|---|---|---|
| Alpha | -0.72 | +0.47 |
| Beta | +0.61 | +0.27 |
| Information ratio | -1.93 | -1.39 |
| Fund | Category average | |
|---|---|---|
| R squared | +91.54 | +65.80 |
| Sharpe ratio | +1.22 | +1.89 |
| Standard deviation | 2.40% | 1.22% |
