Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Monday, December 28, 2009, 2:03PM ET - U.S. Markets close in 1 hour and 57 minutes.
Dow
0.10%
Nasdaq
0.17%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
Dryden Mid Cap Value C (NCBVX)
On
Dec 24
:
10.80
0.06
(0.56%)
MORE ON NCBVX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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
(2004)
:
20.56%
Worst 1 Yr Total Return
(2008)
:
-35.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NCBVX
Category
Alpha (against Standard Index)
1.31
0.96
Beta (against Standard Index)
1.19
1.15
Mean Annual Return
-6.62
-0.33
R-squared (against Standard Index)
91
89.96
Standard Deviation
24.53
24.07
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.50
N/A
5 Years
Statistic
NCBVX
Category
Alpha (against Standard Index)
1.05
1.28
Beta (against Standard Index)
1.20
1.16
Mean Annual Return
0.73
0.26
R-squared (against Standard Index)
87
88.97
Standard Deviation
20.65
19.80
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.88
N/A
10 Years
Statistic
NCBVX
Category
Alpha (against Standard Index)
7.08
7.57
Beta (against Standard Index)
0.93
0.96
Mean Annual Return
6.62
0.70
R-squared (against Standard Index)
73
72.92
Standard Deviation
17.59
18.20
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.98
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center