Finance Home - My Yahoo - Yahoo! - Help

Wednesday, December 30, 2009, 7:53AM ET - U.S. Markets open in 1 hour and 37 minutes. Dow  0.02% Nasdaq  0.00%

Natixis Vaughan Nelson Small Cap Value A (NEFJX)

On Dec 29: 22.65   0.02 (0.09%)

MORE ON NEFJX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 18.09% Worst 1 Yr Total Return (2008): -21.11% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEFJX Category Alpha (against Standard Index) 6.43 -0.48 Beta (against Standard Index) 0.94 1.16 Mean Annual Return 0.89 -0.45 R-squared (against Standard Index) 89 86.39 Standard Deviation 19.80 24.75 Sharpe Ratio 0.03 N/A Treynor Ratio -1.46 N/A 5 Years Statistic NEFJX Category Alpha (against Standard Index) 5.54 0.00 Beta (against Standard Index) 0.97 1.17 Mean Annual Return 6.33 0.16 R-squared (against Standard Index) 84 83.41 Standard Deviation 16.96 20.64 Sharpe Ratio 0.27 N/A Treynor Ratio 3.45 N/A 10 Years Statistic NEFJX Category Alpha (against Standard Index) 5.10 7.16 Beta (against Standard Index) 1.10 1.00 Mean Annual Return 2.95 0.66 R-squared (against Standard Index) 58 64.42 Standard Deviation 23.43 20.26 Sharpe Ratio 0.12 N/A Treynor Ratio 0.02 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center