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    New Alternatives A (NALFX)

    42.57 Down 0.32(0.75%) Feb 9

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up23
    Number of Years Down10
    Best 1 Yr Total Return(Dec 30, 2009):36.61%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.85%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticNALFXCategory
    Alpha (against Standard Index)10.126.75
    Beta (against Standard Index)1.090.80
    Mean Annual Return0.720.71
    R-squared (against Standard Index)60.4977.06
    Standard Deviation17.8011.28
    Sharpe Ratio0.480.76
    Treynor Ratio6.6410.46
    5 Years
    StatisticNALFXCategory
    Alpha (against Standard Index)4.695.43
    Beta (against Standard Index)0.900.82
    Mean Annual Return0.440.60
    R-squared (against Standard Index)61.1582.81
    Standard Deviation17.5313.41
    Sharpe Ratio0.300.54
    Treynor Ratio4.168.25
    10 Years
    StatisticNALFXCategory
    Alpha (against Standard Index)2.332.17
    Beta (against Standard Index)1.010.84
    Mean Annual Return0.480.53
    R-squared (against Standard Index)77.6487.46
    Standard Deviation21.8517.12
    Sharpe Ratio0.210.30
    Treynor Ratio2.104.62