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    New Alternatives A (NALFX)

    51.84 Down 0.40(0.77%) Mar 3

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up22
    Number of Years Down10
    Best 1 Yr Total Return(Dec 30, 2000):51.74%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.85%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticNALFXCategory
    Alpha (against Standard Index)6.886.21
    Beta (against Standard Index)0.920.76
    Mean Annual Return1.120.97
    R-squared (against Standard Index)64.2876.67
    Standard Deviation14.3010.85
    Sharpe Ratio0.941.08
    Treynor Ratio14.3315.70
    5 Years
    StatisticNALFXCategory
    Alpha (against Standard Index)1.425.26
    Beta (against Standard Index)0.900.84
    Mean Annual Return0.620.91
    R-squared (against Standard Index)70.8485.60
    Standard Deviation17.5614.83
    Sharpe Ratio0.420.74
    Treynor Ratio6.6212.52
    10 Years
    StatisticNALFXCategory
    Alpha (against Standard Index)1.621.49
    Beta (against Standard Index)1.000.84
    Mean Annual Return0.720.64
    R-squared (against Standard Index)79.1887.66
    Standard Deviation21.1516.94
    Sharpe Ratio0.340.37
    Treynor Ratio4.955.92