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Neuberger Berman Real Estate Tr (NBRFX)
On
Dec 28
:
9.10
0.03
(0.33%)
MORE ON NBRFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
37.83%
Worst 1 Yr Total Return
(2008)
:
-31.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBRFX
Category
Alpha (against Standard Index)
2.10
-1.50
Beta (against Standard Index)
1.54
1.61
Mean Annual Return
-11.74
-0.77
R-squared (against Standard Index)
64
67.75
Standard Deviation
38.07
38.87
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-9.10
N/A
5 Years
Statistic
NBRFX
Category
Alpha (against Standard Index)
6.03
2.65
Beta (against Standard Index)
1.53
1.60
Mean Annual Return
2.75
0.34
R-squared (against Standard Index)
63
66.27
Standard Deviation
30.90
31.51
Sharpe Ratio
0.15
N/A
Treynor Ratio
-0.16
N/A
10 Years
Statistic
NBRFX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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