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Dryden Mid Cap Value X (NBVZX)
On
Dec 3
:
10.27
0.13
(1.25%)
MORE ON NBVZX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
20.49%
Worst 1 Yr Total Return
(2008)
:
-34.91%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBVZX
Category
Alpha (against Standard Index)
4.36
2.32
Beta (against Standard Index)
1.21
1.15
Mean Annual Return
-5.45
-0.35
R-squared (against Standard Index)
91
90.18
Standard Deviation
24.61
23.68
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.52
N/A
5 Years
Statistic
NBVZX
Category
Alpha (against Standard Index)
2.73
2.22
Beta (against Standard Index)
1.22
1.16
Mean Annual Return
1.89
0.30
R-squared (against Standard Index)
87
89.12
Standard Deviation
20.78
19.61
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.92
N/A
10 Years
Statistic
NBVZX
Category
Alpha (against Standard Index)
7.33
7.83
Beta (against Standard Index)
0.93
0.94
Mean Annual Return
6.51
0.70
R-squared (against Standard Index)
73
72.23
Standard Deviation
17.53
17.96
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.81
N/A
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