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Nationwide Inv Dest Cnsrv C (NDCCX)
On
Jan 5
:
9.85
0.02
(0.20%)
MORE ON NDCCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
5.50%
Worst 1 Yr Total Return
(2008)
:
-6.80%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NDCCX
Category
Alpha (against Standard Index)
-0.04
-0.95
Beta (against Standard Index)
0.37
0.74
Mean Annual Return
1.96
0.09
R-squared (against Standard Index)
94
87.00
Standard Deviation
5.05
10.61
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.83
N/A
5 Years
Statistic
NDCCX
Category
Alpha (against Standard Index)
-0.75
-1.38
Beta (against Standard Index)
0.37
0.71
Mean Annual Return
3.02
0.27
R-squared (against Standard Index)
92
85.46
Standard Deviation
4.10
8.33
Sharpe Ratio
0.03
N/A
Treynor Ratio
0.07
N/A
10 Years
Statistic
NDCCX
Category
Alpha (against Standard Index)
N/A
-0.99
Beta (against Standard Index)
N/A
0.72
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
80.09
Standard Deviation
N/A
8.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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