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American Indep NestEgg 2030 I (NETHX)
On
Dec 18
:
8.25
0.00
(0.00%)
MORE ON NETHX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
10.23%
Worst 1 Yr Total Return
(2008)
:
-29.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NETHX
Category
Alpha (against Standard Index)
-4.67
-4.59
Beta (against Standard Index)
1.15
1.44
Mean Annual Return
-3.98
-0.24
R-squared (against Standard Index)
97
97.48
Standard Deviation
15.52
19.48
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-5.44
N/A
5 Years
Statistic
NETHX
Category
Alpha (against Standard Index)
-3.92
-3.68
Beta (against Standard Index)
1.15
1.40
Mean Annual Return
0.92
0.21
R-squared (against Standard Index)
96
96.99
Standard Deviation
12.68
15.33
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-1.80
N/A
10 Years
Statistic
NETHX
Category
Alpha (against Standard Index)
-4.76
-4.51
Beta (against Standard Index)
1.26
1.37
Mean Annual Return
0.38
0.14
R-squared (against Standard Index)
95
96.58
Standard Deviation
12.81
13.89
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.03
N/A
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