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Friday, December 25, 2009, 12:35PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Natixis CGM Advisor Targeted Equity Y (NEGYX)On Dec 24: 9.76  Up 0.03 (0.31%)  
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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):34.75%
Worst 1 Yr Total Return (2008):-38.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNEGYXCategory
Alpha (against Standard Index)8.012.20
Beta (against Standard Index)0.970.99
Mean Annual Return1.92-0.14
R-squared (against Standard Index)7988.76
Standard Deviation21.6521.04
Sharpe Ratio0.09N/A
Treynor Ratio-0.37N/A
5 Years
StatisticNEGYXCategory
Alpha (against Standard Index)4.870.80
Beta (against Standard Index)0.961.01
Mean Annual Return5.430.24
R-squared (against Standard Index)7386.59
Standard Deviation17.9417.50
Sharpe Ratio0.22N/A
Treynor Ratio2.55N/A
10 Years
StatisticNEGYXCategory
Alpha (against Standard Index)3.37-0.13
Beta (against Standard Index)0.801.04
Mean Annual Return2.970.05
R-squared (against Standard Index)5378.99
Standard Deviation17.8919.17
Sharpe Ratio0.09N/A
Treynor Ratio0.06N/A

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