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Friday, December 18, 2009, 12:19PM ET - U.S. Markets close in 3 hours and 41 minutes. Dow Down 0.13% Nasdaq Up 0.76%
Natixis Vaughan Nelson Small Cap Value Y (NEJYX)On Dec 17: 22.03  Down 0.36 (1.61%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Low
Number of Years Up:1
Number of Years Down:1
Best 1 Yr Total Return (2007):6.12%
Worst 1 Yr Total Return (2008):-20.81%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNEJYXCategory
Alpha (against Standard Index)6.72-0.48
Beta (against Standard Index)0.941.16
Mean Annual Return1.19-0.45
R-squared (against Standard Index)8986.39
Standard Deviation19.8224.75
Sharpe Ratio0.04N/A
Treynor Ratio-1.15N/A
5 Years
StatisticNEJYXCategory
Alpha (against Standard Index)5.740.00
Beta (against Standard Index)0.971.17
Mean Annual Return6.540.16
R-squared (against Standard Index)8483.41
Standard Deviation16.9720.64
Sharpe Ratio0.29N/A
Treynor Ratio3.66N/A
10 Years
StatisticNEJYXCategory
Alpha (against Standard Index)5.207.16
Beta (against Standard Index)1.101.00
Mean Annual Return3.050.66
R-squared (against Standard Index)5864.42
Standard Deviation23.4320.26
Sharpe Ratio0.12N/A
Treynor Ratio0.11N/A

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