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Sunday, December 20, 2009, 10:06AM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
Natixis CGM Advisor Targeted Equity C (NEGCX)On Dec 18: 8.38  Up 0.02 (0.24%)  
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Risk  As of 30-Nov-09Get 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):33.47%
Worst 1 Yr Total Return (2008):-38.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNEGCXCategory
Alpha (against Standard Index)6.992.20
Beta (against Standard Index)0.960.99
Mean Annual Return0.91-0.14
R-squared (against Standard Index)7988.76
Standard Deviation21.6021.04
Sharpe Ratio0.05N/A
Treynor Ratio-1.41N/A
5 Years
StatisticNEGCXCategory
Alpha (against Standard Index)3.860.80
Beta (against Standard Index)0.961.01
Mean Annual Return4.380.24
R-squared (against Standard Index)7386.59
Standard Deviation17.9017.50
Sharpe Ratio0.17N/A
Treynor Ratio1.46N/A
10 Years
StatisticNEGCXCategory
Alpha (against Standard Index)2.24-0.13
Beta (against Standard Index)0.801.04
Mean Annual Return1.840.05
R-squared (against Standard Index)5378.99
Standard Deviation17.8519.17
Sharpe Ratio0.03N/A
Treynor Ratio-1.36N/A

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