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Natixis CGM Advisor Targeted Equity C (NEGCX)
On
Dec 18
:
8.38
0.02
(0.24%)
MORE ON NEGCX
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Research Reports
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)
:
33.47%
Worst 1 Yr Total Return
(2008)
:
-38.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NEGCX
Category
Alpha (against Standard Index)
6.99
2.20
Beta (against Standard Index)
0.96
0.99
Mean Annual Return
0.91
-0.14
R-squared (against Standard Index)
79
88.76
Standard Deviation
21.60
21.04
Sharpe Ratio
0.05
N/A
Treynor Ratio
-1.41
N/A
5 Years
Statistic
NEGCX
Category
Alpha (against Standard Index)
3.86
0.80
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
4.38
0.24
R-squared (against Standard Index)
73
86.59
Standard Deviation
17.90
17.50
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.46
N/A
10 Years
Statistic
NEGCX
Category
Alpha (against Standard Index)
2.24
-0.13
Beta (against Standard Index)
0.80
1.04
Mean Annual Return
1.84
0.05
R-squared (against Standard Index)
53
78.99
Standard Deviation
17.85
19.17
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.36
N/A
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