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Natixis Hansberger International A (NEFDX)
On
Dec 1
:
16.04
0.42
(2.69%)
MORE ON NEFDX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
24.08%
Worst 1 Yr Total Return
(2008)
:
-47.63%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NEFDX
Category
Alpha (against Standard Index)
2.59
-0.52
Beta (against Standard Index)
1.13
1.01
Mean Annual Return
-4.24
-0.25
R-squared (against Standard Index)
95
96.20
Standard Deviation
27.65
24.79
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.91
N/A
5 Years
Statistic
NEFDX
Category
Alpha (against Standard Index)
0.63
-0.43
Beta (against Standard Index)
1.11
1.01
Mean Annual Return
5.60
0.55
R-squared (against Standard Index)
95
95.85
Standard Deviation
22.59
20.52
Sharpe Ratio
0.23
N/A
Treynor Ratio
2.32
N/A
10 Years
Statistic
NEFDX
Category
Alpha (against Standard Index)
2.45
-0.03
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
4.20
0.31
R-squared (against Standard Index)
92
92.22
Standard Deviation
20.09
19.09
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.15
N/A
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