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Wednesday, December 30, 2009, 7:53AM ET - U.S. Markets open in 1 hour and 37 minutes. Dow Down 0.02% Nasdaq  0.00%
Natixis Vaughan Nelson Small Cap Value A (NEFJX)On Dec 29: 22.65  Down 0.02 (0.09%)  
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Risk  As of 30-Nov-09Get 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
StatisticNEFJXCategory
Alpha (against Standard Index)6.43-0.48
Beta (against Standard Index)0.941.16
Mean Annual Return0.89-0.45
R-squared (against Standard Index)8986.39
Standard Deviation19.8024.75
Sharpe Ratio0.03N/A
Treynor Ratio-1.46N/A
5 Years
StatisticNEFJXCategory
Alpha (against Standard Index)5.540.00
Beta (against Standard Index)0.971.17
Mean Annual Return6.330.16
R-squared (against Standard Index)8483.41
Standard Deviation16.9620.64
Sharpe Ratio0.27N/A
Treynor Ratio3.45N/A
10 Years
StatisticNEFJXCategory
Alpha (against Standard Index)5.107.16
Beta (against Standard Index)1.101.00
Mean Annual Return2.950.66
R-squared (against Standard Index)5864.42
Standard Deviation23.4320.26
Sharpe Ratio0.12N/A
Treynor Ratio0.02N/A

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