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Tuesday, December 29, 2009, 5:22PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Natixis CGM Advisor Targeted Equity B (NEBGX)On Dec 28: 8.63  Up 0.03 (0.35%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):33.41%
Worst 1 Yr Total Return (2008):-38.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNEBGXCategory
Alpha (against Standard Index)7.012.20
Beta (against Standard Index)0.970.99
Mean Annual Return0.91-0.14
R-squared (against Standard Index)7988.76
Standard Deviation21.6121.04
Sharpe Ratio0.05N/A
Treynor Ratio-1.41N/A
5 Years
StatisticNEBGXCategory
Alpha (against Standard Index)3.840.80
Beta (against Standard Index)0.961.01
Mean Annual Return4.360.24
R-squared (against Standard Index)7386.59
Standard Deviation17.9017.50
Sharpe Ratio0.17N/A
Treynor Ratio1.44N/A
10 Years
StatisticNEBGXCategory
Alpha (against Standard Index)2.24-0.13
Beta (against Standard Index)0.801.04
Mean Annual Return1.840.05
R-squared (against Standard Index)5378.99
Standard Deviation17.8319.17
Sharpe Ratio0.03N/A
Treynor Ratio-1.36N/A

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