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Neuberger Berman International Inv (NBISX)
On
Dec 8
:
14.80
0.24
(1.60%)
MORE ON NBISX
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Research Reports
Risk
As of 31-Oct-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
(2004)
:
30.33%
Worst 1 Yr Total Return
(2008)
:
-45.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBISX
Category
Alpha (against Standard Index)
-2.76
1.52
Beta (against Standard Index)
0.99
1.11
Mean Annual Return
-7.94
-0.12
R-squared (against Standard Index)
93
90.62
Standard Deviation
24.49
27.95
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-10.48
N/A
5 Years
Statistic
NBISX
Category
Alpha (against Standard Index)
-0.28
2.54
Beta (against Standard Index)
1.02
1.12
Mean Annual Return
4.58
0.84
R-squared (against Standard Index)
92
89.46
Standard Deviation
21.22
23.55
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.52
N/A
10 Years
Statistic
NBISX
Category
Alpha (against Standard Index)
2.33
3.59
Beta (against Standard Index)
1.01
1.13
Mean Annual Return
4.03
0.61
R-squared (against Standard Index)
82
75.55
Standard Deviation
20.12
23.55
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.05
N/A
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