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Neuberger Berman Partners Adv (NBPBX)
On
Dec 4
:
15.74
0.10
(0.64%)
MORE ON NBPBX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
18.67%
Worst 1 Yr Total Return
(2008)
:
-52.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBPBX
Category
Alpha (against Standard Index)
5.82
0.38
Beta (against Standard Index)
1.42
1.00
Mean Annual Return
-7.09
-0.41
R-squared (against Standard Index)
85
95.50
Standard Deviation
29.94
20.09
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-6.71
N/A
5 Years
Statistic
NBPBX
Category
Alpha (against Standard Index)
4.20
0.26
Beta (against Standard Index)
1.41
1.01
Mean Annual Return
2.18
0.16
R-squared (against Standard Index)
83
94.84
Standard Deviation
24.52
16.47
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.60
N/A
10 Years
Statistic
NBPBX
Category
Alpha (against Standard Index)
4.42
0.84
Beta (against Standard Index)
1.19
0.97
Mean Annual Return
1.97
0.11
R-squared (against Standard Index)
81
91.16
Standard Deviation
21.30
16.35
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.84
N/A
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