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Natixis Vaughan Nelson Small Cap Value B (NEJBX)

On Dec 24: 20.45   0.10 (0.49%)

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Risk  As of 30-Nov-09 Get 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): 17.24% Worst 1 Yr Total Return (2008): -21.67% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEJBX Category Alpha (against Standard Index) 5.68 -0.48 Beta (against Standard Index) 0.94 1.16 Mean Annual Return 0.14 -0.45 R-squared (against Standard Index) 89 86.39 Standard Deviation 19.82 24.75 Sharpe Ratio -0.01 N/A Treynor Ratio -2.27 N/A 5 Years Statistic NEJBX Category Alpha (against Standard Index) 4.80 0.00 Beta (against Standard Index) 0.97 1.17 Mean Annual Return 5.55 0.16 R-squared (against Standard Index) 84 83.41 Standard Deviation 16.98 20.64 Sharpe Ratio 0.23 N/A Treynor Ratio 2.64 N/A 10 Years Statistic NEJBX Category Alpha (against Standard Index) 4.34 7.16 Beta (against Standard Index) 1.10 1.00 Mean Annual Return 2.18 0.66 R-squared (against Standard Index) 58 64.42 Standard Deviation 23.41 20.26 Sharpe Ratio 0.09 N/A Treynor Ratio -0.68 N/A
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