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Natixis Harris Associates Large Cp Val C (NECOX)

On Dec 24: 11.74   0.03 (0.26%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: High Number of Years Up: 2 Number of Years Down: 3 Best 1 Yr Total Return (2006): 15.64% Worst 1 Yr Total Return (2008): -40.90% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NECOX Category Alpha (against Standard Index) 1.53 0.06 Beta (against Standard Index) 1.20 1.00 Mean Annual Return -6.51 -0.33 R-squared (against Standard Index) 93 95.82 Standard Deviation 24.73 20.42 Sharpe Ratio -0.24 N/A Treynor Ratio -7.30 N/A 5 Years Statistic NECOX Category Alpha (against Standard Index) -0.95 0.04 Beta (against Standard Index) 1.18 1.01 Mean Annual Return -1.03 0.17 R-squared (against Standard Index) 91 95.19 Standard Deviation 19.69 16.64 Sharpe Ratio -0.10 N/A Treynor Ratio -3.42 N/A 10 Years Statistic NECOX Category Alpha (against Standard Index) -1.18 0.81 Beta (against Standard Index) 1.03 0.96 Mean Annual Return -2.03 0.14 R-squared (against Standard Index) 88 91.13 Standard Deviation 17.68 16.39 Sharpe Ratio -0.19 N/A Treynor Ratio -4.83 N/A
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