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Needham Aggressive Growth (NEAGX)
On
Dec 29
:
12.44
0.01
(0.08%)
MORE ON NEAGX
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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
(2007)
:
15.58%
Worst 1 Yr Total Return
(2008)
:
-27.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NEAGX
Category
Alpha (against Standard Index)
6.56
2.05
Beta (against Standard Index)
0.88
1.08
Mean Annual Return
1.49
-0.20
R-squared (against Standard Index)
81
84.21
Standard Deviation
19.38
23.41
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.88
N/A
5 Years
Statistic
NEAGX
Category
Alpha (against Standard Index)
5.65
1.56
Beta (against Standard Index)
0.93
1.11
Mean Annual Return
6.51
0.29
R-squared (against Standard Index)
77
80.86
Standard Deviation
16.86
19.91
Sharpe Ratio
0.28
N/A
Treynor Ratio
3.81
N/A
10 Years
Statistic
NEAGX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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