Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 9, 2009, 4:22PM ET - U.S. Markets Closed. Dow Up 0.50% Nasdaq Up 0.49%
Nuveen Conservative Allocation A (NBMSX)On Dec 8: 22.76  Down 0.11 (0.48%)  
MORE ON NBMSX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get 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):10.44%
Worst 1 Yr Total Return (2008):-19.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNBMSXCategory
Alpha (against Standard Index)-0.78-0.86
Beta (against Standard Index)0.900.74
Mean Annual Return-0.070.06
R-squared (against Standard Index)9186.33
Standard Deviation12.3210.51
Sharpe Ratio-0.14N/A
Treynor Ratio-2.77N/A
5 Years
StatisticNBMSXCategory
Alpha (against Standard Index)-0.86-1.44
Beta (against Standard Index)0.870.71
Mean Annual Return3.570.26
R-squared (against Standard Index)9084.96
Standard Deviation9.788.32
Sharpe Ratio0.10N/A
Treynor Ratio0.63N/A
10 Years
StatisticNBMSXCategory
Alpha (against Standard Index)-1.48-1.02
Beta (against Standard Index)0.720.71
Mean Annual Return2.770.29
R-squared (against Standard Index)8078.75
Standard Deviation7.988.01
Sharpe Ratio0.02N/A
Treynor Ratio-0.28N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center