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Nationwide Bond A (NBDAX)
On
Dec 3
:
9.70
0.02
(0.21%)
MORE ON NBDAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
5.76%
Worst 1 Yr Total Return
(2008)
:
-4.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBDAX
Category
Alpha (against Standard Index)
-0.31
-1.72
Beta (against Standard Index)
0.79
1.02
Mean Annual Return
5.14
0.39
R-squared (against Standard Index)
47
59.27
Standard Deviation
4.64
5.93
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.45
N/A
5 Years
Statistic
NBDAX
Category
Alpha (against Standard Index)
-0.19
-1.05
Beta (against Standard Index)
0.84
0.98
Mean Annual Return
4.50
0.33
R-squared (against Standard Index)
56
61.87
Standard Deviation
4.01
4.88
Sharpe Ratio
0.37
N/A
Treynor Ratio
1.76
N/A
10 Years
Statistic
NBDAX
Category
Alpha (against Standard Index)
-0.54
-0.65
Beta (against Standard Index)
1.01
0.96
Mean Annual Return
5.76
0.45
R-squared (against Standard Index)
74
71.12
Standard Deviation
4.40
4.47
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.76
N/A
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