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Monday, December 28, 2009, 1:43PM ET - U.S. Markets close in 2 hours and 17 minutes. Dow Up 0.06% Nasdaq Up 0.17%
Natixis US Diversified Y (NESYX)On Dec 24: 22.56  Up 0.10 (0.45%)  
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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):14.20%
Worst 1 Yr Total Return (2008):-39.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNESYXCategory
Alpha (against Standard Index)3.242.20
Beta (against Standard Index)1.050.99
Mean Annual Return-3.35-0.14
R-squared (against Standard Index)9488.76
Standard Deviation21.5621.04
Sharpe Ratio-0.15N/A
Treynor Ratio-5.33N/A
5 Years
StatisticNESYXCategory
Alpha (against Standard Index)2.460.80
Beta (against Standard Index)1.071.01
Mean Annual Return2.870.24
R-squared (against Standard Index)9386.59
Standard Deviation17.7017.50
Sharpe Ratio0.08N/A
Treynor Ratio-0.11N/A
10 Years
StatisticNESYXCategory
Alpha (against Standard Index)2.67-0.13
Beta (against Standard Index)1.021.04
Mean Annual Return1.640.05
R-squared (against Standard Index)7878.99
Standard Deviation18.7219.17
Sharpe Ratio0.03N/A
Treynor Ratio-1.27N/A

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