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Natixis US Diversified B (NESBX)
On
Dec 24
:
18.09
0.09
(0.50%)
MORE ON NESBX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
NESBX
Category
Alpha (against Standard Index)
2.20
2.20
Beta (against Standard Index)
1.05
0.99
Mean Annual Return
-4.34
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
21.54
21.04
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.27
N/A
5 Years
Statistic
NESBX
Category
Alpha (against Standard Index)
1.38
0.80
Beta (against Standard Index)
1.06
1.01
Mean Annual Return
1.76
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
17.68
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.15
N/A
10 Years
Statistic
NESBX
Category
Alpha (against Standard Index)
1.47
-0.13
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
0.42
0.05
R-squared (against Standard Index)
78
78.99
Standard Deviation
18.70
19.17
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.46
N/A
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