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Neuberger Berman Core Bond A (NCRAX)
On
Dec 28
:
10.12
0.01
(0.10%)
MORE ON NCRAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NCRAX
Category
Alpha (against Standard Index)
-1.09
-1.73
Beta (against Standard Index)
1.06
1.02
Mean Annual Return
5.40
0.39
R-squared (against Standard Index)
53
59.65
Standard Deviation
5.85
5.93
Sharpe Ratio
0.53
N/A
Treynor Ratio
2.96
N/A
5 Years
Statistic
NCRAX
Category
Alpha (against Standard Index)
-0.61
-1.13
Beta (against Standard Index)
1.02
0.98
Mean Annual Return
4.86
0.35
R-squared (against Standard Index)
58
61.85
Standard Deviation
4.81
4.90
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.83
N/A
10 Years
Statistic
NCRAX
Category
Alpha (against Standard Index)
-0.69
-0.67
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
5.68
0.46
R-squared (against Standard Index)
73
70.95
Standard Deviation
4.36
4.48
Sharpe Ratio
0.62
N/A
Treynor Ratio
2.76
N/A
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