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Thursday, January 7, 2010, 8:29PM ET - U.S. Markets Closed.
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Neuberger Berman Genesis Adv (NBGAX)
On
Jan 7
:
23.51
0.12
(0.51%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.50%
Worst 1 Yr Total Return
(2008)
:
-33.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBGAX
Category
Alpha (against Standard Index)
4.31
-0.48
Beta (against Standard Index)
0.93
1.16
Mean Annual Return
-1.30
-0.45
R-squared (against Standard Index)
85
86.39
Standard Deviation
20.14
24.75
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.83
N/A
5 Years
Statistic
NBGAX
Category
Alpha (against Standard Index)
3.68
0.00
Beta (against Standard Index)
0.95
1.17
Mean Annual Return
4.33
0.16
R-squared (against Standard Index)
78
83.41
Standard Deviation
17.13
20.64
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.42
N/A
10 Years
Statistic
NBGAX
Category
Alpha (against Standard Index)
10.33
7.16
Beta (against Standard Index)
0.77
1.00
Mean Annual Return
10.88
0.66
R-squared (against Standard Index)
66
64.42
Standard Deviation
15.39
20.26
Sharpe Ratio
0.57
N/A
Treynor Ratio
10.33
N/A
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