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Neuberger Berman Socially Rspns R3 (NRARX)

19.54 Down 0.16(0.81%) Sep 26

Risk as of Aug 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:2
Number of Years Up4
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):37.61%
Worst 1 Yr Total Return(Dec 30, 2011):-3.37%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNRARXCategory
Alpha (against Standard Index)-2.17-1.82
Beta (against Standard Index)1.011.06
Mean Annual Return0.850.93
R-squared (against Standard Index)93.1285.11
Standard Deviation11.3812.52
Sharpe Ratio0.880.89
Treynor Ratio9.7810.23
5 Years
StatisticNRARXCategory
Alpha (against Standard Index)-2.36-2.49
Beta (against Standard Index)1.011.08
Mean Annual Return1.021.09
R-squared (against Standard Index)91.6187.60
Standard Deviation12.3613.53
Sharpe Ratio0.980.97
Treynor Ratio11.9011.95
10 Years
StatisticNRARXCategory
Alpha (against Standard Index)-0.540.25
Beta (against Standard Index)0.981.02
Mean Annual Return0.650.74
R-squared (against Standard Index)92.5388.61
Standard Deviation15.6216.62
Sharpe Ratio0.440.48
Treynor Ratio5.966.73