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Nuveen Growth Allocation C (NGVCX)
On
Dec 2
:
20.80
0.06
(0.29%)
MORE ON NGVCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
16.41%
Worst 1 Yr Total Return
(2008)
:
-32.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NGVCX
Category
Alpha (against Standard Index)
-0.26
-0.56
Beta (against Standard Index)
0.76
0.91
Mean Annual Return
-3.28
-0.21
R-squared (against Standard Index)
91
90.41
Standard Deviation
19.03
22.89
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.51
N/A
5 Years
Statistic
NGVCX
Category
Alpha (against Standard Index)
N/A
-1.40
Beta (against Standard Index)
N/A
0.90
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
89.02
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
NGVCX
Category
Alpha (against Standard Index)
N/A
0.66
Beta (against Standard Index)
N/A
0.93
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
79.68
Standard Deviation
N/A
19.07
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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