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Neuberger Berman Mid Cap Growth Tr (NBMTX)
On
Dec 2
:
12.31
0.07
(0.57%)
MORE ON NBMTX
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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)
:
21.26%
Worst 1 Yr Total Return
(2008)
:
-41.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBMTX
Category
Alpha (against Standard Index)
2.31
3.31
Beta (against Standard Index)
0.95
1.09
Mean Annual Return
-4.54
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
20.08
23.37
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.35
N/A
5 Years
Statistic
NBMTX
Category
Alpha (against Standard Index)
3.36
2.25
Beta (against Standard Index)
1.00
1.13
Mean Annual Return
3.44
0.31
R-squared (against Standard Index)
81
81.04
Standard Deviation
17.82
20.00
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.41
N/A
10 Years
Statistic
NBMTX
Category
Alpha (against Standard Index)
3.18
4.42
Beta (against Standard Index)
1.19
1.13
Mean Annual Return
-0.42
0.37
R-squared (against Standard Index)
52
60.91
Standard Deviation
26.40
23.71
Sharpe Ratio
0.01
N/A
Treynor Ratio
-2.86
N/A
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