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Natixis Vaughan Nelson Small Cap Value C (NEJCX)

On Dec 7: 19.45   0.03 (0.15%)

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Risk  As of 31-Oct-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): 17.23% Worst 1 Yr Total Return (2008): -21.71% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEJCX Category Alpha (against Standard Index) 6.51 1.01 Beta (against Standard Index) 0.96 1.19 Mean Annual Return -0.38 -0.48 R-squared (against Standard Index) 89 87.23 Standard Deviation 19.71 24.84 Sharpe Ratio -0.04 N/A Treynor Ratio -2.93 N/A 5 Years Statistic NEJCX Category Alpha (against Standard Index) 5.93 1.42 Beta (against Standard Index) 0.99 1.21 Mean Annual Return 6.28 0.23 R-squared (against Standard Index) 84 84.16 Standard Deviation 17.17 21.07 Sharpe Ratio 0.27 N/A Treynor Ratio 3.28 N/A 10 Years Statistic NEJCX Category Alpha (against Standard Index) 5.58 7.80 Beta (against Standard Index) 1.12 1.01 Mean Annual Return 2.90 0.68 R-squared (against Standard Index) 57 64.84 Standard Deviation 23.65 20.31 Sharpe Ratio 0.11 N/A Treynor Ratio -0.06 N/A
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