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Needham Growth (NEEGX)
On
Nov 27
:
27.57
0.58
(2.06%)
MORE ON NEEGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
18.05%
Worst 1 Yr Total Return
(2008)
:
-40.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NEEGX
Category
Alpha (against Standard Index)
2.01
3.31
Beta (against Standard Index)
1.04
1.09
Mean Annual Return
-5.82
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
21.47
23.37
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.90
N/A
5 Years
Statistic
NEEGX
Category
Alpha (against Standard Index)
4.47
2.25
Beta (against Standard Index)
1.11
1.13
Mean Annual Return
4.18
0.31
R-squared (against Standard Index)
85
81.04
Standard Deviation
19.12
20.00
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.05
N/A
10 Years
Statistic
NEEGX
Category
Alpha (against Standard Index)
10.90
4.42
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
7.95
0.37
R-squared (against Standard Index)
53
60.91
Standard Deviation
25.63
23.71
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.28
N/A
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