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Natixis CGM Advisor Targeted Equity Y (NEGYX)
On
Dec 24
:
9.76
0.03
(0.31%)
MORE ON NEGYX
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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)
:
34.75%
Worst 1 Yr Total Return
(2008)
:
-38.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NEGYX
Category
Alpha (against Standard Index)
8.01
2.20
Beta (against Standard Index)
0.97
0.99
Mean Annual Return
1.92
-0.14
R-squared (against Standard Index)
79
88.76
Standard Deviation
21.65
21.04
Sharpe Ratio
0.09
N/A
Treynor Ratio
-0.37
N/A
5 Years
Statistic
NEGYX
Category
Alpha (against Standard Index)
4.87
0.80
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
5.43
0.24
R-squared (against Standard Index)
73
86.59
Standard Deviation
17.94
17.50
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.55
N/A
10 Years
Statistic
NEGYX
Category
Alpha (against Standard Index)
3.37
-0.13
Beta (against Standard Index)
0.80
1.04
Mean Annual Return
2.97
0.05
R-squared (against Standard Index)
53
78.99
Standard Deviation
17.89
19.17
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.06
N/A
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