Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Sunday, December 27, 2009, 6:53AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Natixis US Diversified B (NESBX)On Dec 24: 18.09  Up 0.09 (0.50%)  
MORE ON NESBX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):12.88%
Worst 1 Yr Total Return (2008):-40.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNESBXCategory
Alpha (against Standard Index)2.202.20
Beta (against Standard Index)1.050.99
Mean Annual Return-4.34-0.14
R-squared (against Standard Index)9488.76
Standard Deviation21.5421.04
Sharpe Ratio-0.20N/A
Treynor Ratio-6.27N/A
5 Years
StatisticNESBXCategory
Alpha (against Standard Index)1.380.80
Beta (against Standard Index)1.061.01
Mean Annual Return1.760.24
R-squared (against Standard Index)9386.59
Standard Deviation17.6817.50
Sharpe Ratio0.02N/A
Treynor Ratio-1.15N/A
10 Years
StatisticNESBXCategory
Alpha (against Standard Index)1.47-0.13
Beta (against Standard Index)1.021.04
Mean Annual Return0.420.05
R-squared (against Standard Index)7878.99
Standard Deviation18.7019.17
Sharpe Ratio-0.04N/A
Treynor Ratio-2.46N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center