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Virtus Multi-Sector F/I B (NBMFX)
On
Feb 9
:
10.19
0.01
(0.10%)
MORE ON NBMFX
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Research Reports
Risk
As of 31-Jan-10
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
(2009)
:
41.28%
Worst 1 Yr Total Return
(2008)
:
-22.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBMFX
Category
Alpha (against Standard Index)
-1.70
-2.18
Beta (against Standard Index)
0.91
1.14
Mean Annual Return
3.85
0.41
R-squared (against Standard Index)
11
25.30
Standard Deviation
11.19
10.49
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.04
N/A
5 Years
Statistic
NBMFX
Category
Alpha (against Standard Index)
-0.46
-0.01
Beta (against Standard Index)
0.85
1.02
Mean Annual Return
3.98
0.43
R-squared (against Standard Index)
13
23.99
Standard Deviation
8.91
8.52
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.26
N/A
10 Years
Statistic
NBMFX
Category
Alpha (against Standard Index)
0.00
0.71
Beta (against Standard Index)
0.82
0.86
Mean Annual Return
5.59
0.55
R-squared (against Standard Index)
16
22.07
Standard Deviation
7.55
7.38
Sharpe Ratio
0.39
N/A
Treynor Ratio
3.39
N/A
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