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Neuberger Berman Socially Resp Inv (NBSRX)
On
Nov 30
:
19.84
0.07
(0.35%)
MORE ON NBSRX
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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
(2006)
:
14.44%
Worst 1 Yr Total Return
(2008)
:
-38.77%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBSRX
Category
Alpha (against Standard Index)
0.52
0.38
Beta (against Standard Index)
0.98
1.00
Mean Annual Return
-6.45
-0.41
R-squared (against Standard Index)
93
95.50
Standard Deviation
19.87
20.09
Sharpe Ratio
-0.36
N/A
Treynor Ratio
-9.05
N/A
5 Years
Statistic
NBSRX
Category
Alpha (against Standard Index)
0.66
0.26
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
0.90
0.16
R-squared (against Standard Index)
91
94.84
Standard Deviation
16.57
16.47
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.14
N/A
10 Years
Statistic
NBSRX
Category
Alpha (against Standard Index)
3.33
0.84
Beta (against Standard Index)
0.94
0.97
Mean Annual Return
2.55
0.11
R-squared (against Standard Index)
88
91.16
Standard Deviation
16.12
16.35
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.44
N/A
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