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    Sit Mid Cap Growth (NBNGX)

    20.52 Up 0.03(0.15%) May 21

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up23
    Number of Years Down9
    Best 1 Yr Total Return(Dec 30, 2003):38.51%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.34%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-4.36-2.24
    Beta (against Standard Index)1.111.05
    Mean Annual Return1.121.21
    R-squared (against Standard Index)78.5172.08
    Standard Deviation11.9411.82
    Sharpe Ratio1.121.24
    Treynor Ratio12.1114.17
    5 Years
    Alpha (against Standard Index)-3.36-1.86
    Beta (against Standard Index)1.191.10
    Mean Annual Return1.141.16
    R-squared (against Standard Index)87.5683.49
    Standard Deviation16.5315.70
    Sharpe Ratio0.820.89
    Treynor Ratio10.9012.27
    10 Years
    Alpha (against Standard Index)0.620.90
    Beta (against Standard Index)1.151.10
    Mean Annual Return0.910.90
    R-squared (against Standard Index)84.5682.78
    Standard Deviation18.3917.90
    Sharpe Ratio0.510.53
    Treynor Ratio7.107.47