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Natixis US Diversified Y (NESYX)
On
Dec 24
:
22.56
0.10
(0.45%)
MORE ON NESYX
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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)
:
14.20%
Worst 1 Yr Total Return
(2008)
:
-39.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NESYX
Category
Alpha (against Standard Index)
3.24
2.20
Beta (against Standard Index)
1.05
0.99
Mean Annual Return
-3.35
-0.14
R-squared (against Standard Index)
94
88.76
Standard Deviation
21.56
21.04
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.33
N/A
5 Years
Statistic
NESYX
Category
Alpha (against Standard Index)
2.46
0.80
Beta (against Standard Index)
1.07
1.01
Mean Annual Return
2.87
0.24
R-squared (against Standard Index)
93
86.59
Standard Deviation
17.70
17.50
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.11
N/A
10 Years
Statistic
NESYX
Category
Alpha (against Standard Index)
2.67
-0.13
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
1.64
0.05
R-squared (against Standard Index)
78
78.99
Standard Deviation
18.72
19.17
Sharpe Ratio
0.03
N/A
Treynor Ratio
-1.27
N/A
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