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    Sit Mid Cap Growth (NBNGX)

    15.87 Down 0.16(1.00%) Sep 29

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up23
    Number of Years Down10
    Best 1 Yr Total Return(Dec 30, 2003):38.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.34%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticNBNGXCategory
    Alpha (against Standard Index)-4.75-4.01
    Beta (against Standard Index)1.031.04
    Mean Annual Return0.660.72
    R-squared (against Standard Index)82.2974.24
    Standard Deviation12.3813.19
    Sharpe Ratio0.630.67
    Treynor Ratio7.047.87
    5 Years
    StatisticNBNGXCategory
    Alpha (against Standard Index)-5.49-4.20
    Beta (against Standard Index)1.171.12
    Mean Annual Return0.960.99
    R-squared (against Standard Index)83.9880.74
    Standard Deviation15.0114.58
    Sharpe Ratio0.760.82
    Treynor Ratio9.1810.29
    10 Years
    StatisticNBNGXCategory
    Alpha (against Standard Index)-0.97-0.13
    Beta (against Standard Index)1.121.08
    Mean Annual Return0.700.75
    R-squared (against Standard Index)85.9783.81
    Standard Deviation18.3818.12
    Sharpe Ratio0.410.45
    Treynor Ratio5.356.20