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Dryden Mid Cap Value L (NABVX)
On
Dec 2
:
11.13
0.07
(0.63%)
MORE ON NABVX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
21.08%
Worst 1 Yr Total Return
(2008)
:
-35.20%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NABVX
Category
Alpha (against Standard Index)
3.91
2.32
Beta (against Standard Index)
1.20
1.15
Mean Annual Return
-5.87
-0.35
R-squared (against Standard Index)
91
90.18
Standard Deviation
24.58
23.68
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.88
N/A
5 Years
Statistic
NABVX
Category
Alpha (against Standard Index)
2.51
2.22
Beta (against Standard Index)
1.22
1.16
Mean Annual Return
1.67
0.30
R-squared (against Standard Index)
87
89.12
Standard Deviation
20.76
19.61
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.11
N/A
10 Years
Statistic
NABVX
Category
Alpha (against Standard Index)
7.47
7.83
Beta (against Standard Index)
0.93
0.94
Mean Annual Return
6.66
0.70
R-squared (against Standard Index)
73
72.23
Standard Deviation
17.53
17.96
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.97
N/A
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