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Neuberger Berman Mid Cap Growth Adv (NBMBX)
On
Dec 4
:
12.66
0.10
(0.80%)
MORE ON NBMBX
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Research Reports
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)
:
20.89%
Worst 1 Yr Total Return
(2008)
:
-41.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBMBX
Category
Alpha (against Standard Index)
2.08
3.31
Beta (against Standard Index)
0.95
1.09
Mean Annual Return
-4.75
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
20.06
23.37
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.58
N/A
5 Years
Statistic
NBMBX
Category
Alpha (against Standard Index)
3.14
2.25
Beta (against Standard Index)
1.00
1.13
Mean Annual Return
3.21
0.31
R-squared (against Standard Index)
80
81.04
Standard Deviation
17.80
20.00
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.19
N/A
10 Years
Statistic
NBMBX
Category
Alpha (against Standard Index)
2.80
4.42
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
-0.79
0.37
R-squared (against Standard Index)
52
60.91
Standard Deviation
26.37
23.71
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.18
N/A
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