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    Neuberger Berman Large Cap Value Inv (NPRTX)

    27.95 Up 0.16(0.58%) Sep 27

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up33
    Number of Years Down7
    Best 1 Yr Total Return(Dec 30, 2009):56.10%
    Worst 1 Yr Total Return(Dec 30, 2008):-51.98%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.73-2.89
    Beta (against Standard Index)1.090.97
    Mean Annual Return0.800.75
    R-squared (against Standard Index)74.5689.84
    Standard Deviation13.7711.20
    Sharpe Ratio0.690.82
    Treynor Ratio8.219.12
    5 Years
    Alpha (against Standard Index)-4.61-2.06
    Beta (against Standard Index)1.141.00
    Mean Annual Return0.991.03
    R-squared (against Standard Index)81.6591.26
    Standard Deviation14.8312.26
    Sharpe Ratio0.801.02
    Treynor Ratio9.8712.47
    10 Years
    Alpha (against Standard Index)-3.35-1.71
    Beta (against Standard Index)1.291.01
    Mean Annual Return0.610.57
    R-squared (against Standard Index)85.0993.20
    Standard Deviation21.3415.95
    Sharpe Ratio0.300.38
    Treynor Ratio3.244.88