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Monday, December 28, 2009, 4:24PM ET - U.S. Markets Closed. Dow  0.26% Nasdaq  0.24%

Natixis CGM Advisor Targeted Equity A (NEFGX)

On Dec 24: 9.53   0.03 (0.32%)

MORE ON NEFGX

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Above average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 34.42% Worst 1 Yr Total Return (2008): -38.37% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEFGX Category Alpha (against Standard Index) 7.80 2.20 Beta (against Standard Index) 0.97 0.99 Mean Annual Return 1.70 -0.14 R-squared (against Standard Index) 79 88.76 Standard Deviation 21.66 21.04 Sharpe Ratio 0.08 N/A Treynor Ratio -0.60 N/A 5 Years Statistic NEFGX Category Alpha (against Standard Index) 4.62 0.80 Beta (against Standard Index) 0.96 1.01 Mean Annual Return 5.17 0.24 R-squared (against Standard Index) 74 86.59 Standard Deviation 17.93 17.50 Sharpe Ratio 0.21 N/A Treynor Ratio 2.27 N/A 10 Years Statistic NEFGX Category Alpha (against Standard Index) 3.01 -0.13 Beta (against Standard Index) 0.80 1.04 Mean Annual Return 2.61 0.05 R-squared (against Standard Index) 53 78.99 Standard Deviation 17.85 19.17 Sharpe Ratio 0.07 N/A Treynor Ratio -0.39 N/A
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