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Neuberger Berman Mid Cap Growth Inst (NBMLX)
On
Dec 3
:
8.11
0.07
(0.86%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-40.73%
Worst 1 Yr Total Return
(2008)
:
-40.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBMLX
Category
Alpha (against Standard Index)
2.77
3.31
Beta (against Standard Index)
0.94
1.09
Mean Annual Return
-4.07
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
20.03
23.37
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.87
N/A
5 Years
Statistic
NBMLX
Category
Alpha (against Standard Index)
3.75
2.25
Beta (against Standard Index)
1.00
1.13
Mean Annual Return
3.86
0.31
R-squared (against Standard Index)
81
81.04
Standard Deviation
17.75
20.00
Sharpe Ratio
0.14
N/A
Treynor Ratio
0.83
N/A
10 Years
Statistic
NBMLX
Category
Alpha (against Standard Index)
3.41
4.42
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
-0.18
0.37
R-squared (against Standard Index)
52
60.91
Standard Deviation
26.38
23.71
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.67
N/A
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