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Nuveen Conservative Allocation C (NBMCX)
On
Dec 29
:
24.56
0.01
(0.04%)
MORE ON NBMCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.58%
Worst 1 Yr Total Return
(2008)
:
-19.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBMCX
Category
Alpha (against Standard Index)
-1.25
-0.95
Beta (against Standard Index)
0.90
0.74
Mean Annual Return
-0.10
0.09
R-squared (against Standard Index)
91
87.00
Standard Deviation
12.42
10.61
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.64
N/A
5 Years
Statistic
NBMCX
Category
Alpha (against Standard Index)
-1.51
-1.38
Beta (against Standard Index)
0.87
0.71
Mean Annual Return
3.03
0.27
R-squared (against Standard Index)
90
85.46
Standard Deviation
9.83
8.33
Sharpe Ratio
0.05
N/A
Treynor Ratio
0.05
N/A
10 Years
Statistic
NBMCX
Category
Alpha (against Standard Index)
-2.19
-0.99
Beta (against Standard Index)
0.72
0.72
Mean Annual Return
2.17
0.31
R-squared (against Standard Index)
80
80.09
Standard Deviation
8.02
8.09
Sharpe Ratio
-0.05
N/A
Treynor Ratio
-1.05
N/A
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