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Monday, December 28, 2009, 7:46AM ET - U.S. Markets open in 1 hour and 44 minutes. Dow Up 0.51% Nasdaq  0.00%
Natixis Vaughan Nelson Small Cap Value B (NEJBX)On Dec 24: 20.45  Up 0.10 (0.49%)  
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Risk  As of 30-Nov-09Get 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
StatisticNEJBXCategory
Alpha (against Standard Index)5.68-0.48
Beta (against Standard Index)0.941.16
Mean Annual Return0.14-0.45
R-squared (against Standard Index)8986.39
Standard Deviation19.8224.75
Sharpe Ratio-0.01N/A
Treynor Ratio-2.27N/A
5 Years
StatisticNEJBXCategory
Alpha (against Standard Index)4.800.00
Beta (against Standard Index)0.971.17
Mean Annual Return5.550.16
R-squared (against Standard Index)8483.41
Standard Deviation16.9820.64
Sharpe Ratio0.23N/A
Treynor Ratio2.64N/A
10 Years
StatisticNEJBXCategory
Alpha (against Standard Index)4.347.16
Beta (against Standard Index)1.101.00
Mean Annual Return2.180.66
R-squared (against Standard Index)5864.42
Standard Deviation23.4120.26
Sharpe Ratio0.09N/A
Treynor Ratio-0.68N/A

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