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Nationwide Bond Index A (GBIAX)
On
Dec 16
:
11.18
0.01
(0.09%)
MORE ON GBIAX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.31%
Worst 1 Yr Total Return
(2005)
:
1.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
GBIAX
Category
Alpha (against Standard Index)
-0.61
-1.73
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
5.63
0.39
R-squared (against Standard Index)
99
59.65
Standard Deviation
3.93
5.93
Sharpe Ratio
0.82
N/A
Treynor Ratio
3.47
N/A
5 Years
Statistic
GBIAX
Category
Alpha (against Standard Index)
-0.61
-1.13
Beta (against Standard Index)
0.98
0.98
Mean Annual Return
4.81
0.35
R-squared (against Standard Index)
99
61.85
Standard Deviation
3.54
4.90
Sharpe Ratio
0.50
N/A
Treynor Ratio
1.86
N/A
10 Years
Statistic
GBIAX
Category
Alpha (against Standard Index)
N/A
-0.67
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.46
R-squared (against Standard Index)
N/A
70.95
Standard Deviation
N/A
4.48
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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