Finance Home - My Yahoo - Yahoo! - Help

Friday, December 18, 2009, 12:19PM ET - U.S. Markets close in 3 hours and 41 minutes. Dow  0.13% Nasdaq  0.76%

Natixis Vaughan Nelson Small Cap Value Y (NEJYX)

On Dec 17: 22.03   0.36 (1.61%)

MORE ON NEJYX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get 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 Statistic NEJYX Category Alpha (against Standard Index) 6.72 -0.48 Beta (against Standard Index) 0.94 1.16 Mean Annual Return 1.19 -0.45 R-squared (against Standard Index) 89 86.39 Standard Deviation 19.82 24.75 Sharpe Ratio 0.04 N/A Treynor Ratio -1.15 N/A 5 Years Statistic NEJYX Category Alpha (against Standard Index) 5.74 0.00 Beta (against Standard Index) 0.97 1.17 Mean Annual Return 6.54 0.16 R-squared (against Standard Index) 84 83.41 Standard Deviation 16.97 20.64 Sharpe Ratio 0.29 N/A Treynor Ratio 3.66 N/A 10 Years Statistic NEJYX Category Alpha (against Standard Index) 5.20 7.16 Beta (against Standard Index) 1.10 1.00 Mean Annual Return 3.05 0.66 R-squared (against Standard Index) 58 64.42 Standard Deviation 23.43 20.26 Sharpe Ratio 0.12 N/A Treynor Ratio 0.11 N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center