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Nationwide Government Bond D (NAUGX)
On
Jan 5
:
10.65
0.03
(0.28%)
MORE ON NAUGX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
7.98%
Worst 1 Yr Total Return
(2005)
:
2.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NAUGX
Category
Alpha (against Standard Index)
1.33
0.23
Beta (against Standard Index)
0.78
0.76
Mean Annual Return
6.88
0.46
R-squared (against Standard Index)
79
64.12
Standard Deviation
3.52
3.94
Sharpe Ratio
1.24
N/A
Treynor Ratio
5.92
N/A
5 Years
Statistic
NAUGX
Category
Alpha (against Standard Index)
0.70
-0.23
Beta (against Standard Index)
0.81
0.78
Mean Annual Return
5.75
0.39
R-squared (against Standard Index)
83
69.48
Standard Deviation
3.16
3.41
Sharpe Ratio
0.83
N/A
Treynor Ratio
3.41
N/A
10 Years
Statistic
NAUGX
Category
Alpha (against Standard Index)
0.12
-0.47
Beta (against Standard Index)
0.95
0.84
Mean Annual Return
6.37
0.44
R-squared (against Standard Index)
89
78.01
Standard Deviation
3.81
3.66
Sharpe Ratio
0.89
N/A
Treynor Ratio
3.65
N/A
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