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Neuberger Berman High Inc Bond Inv (NHINX)
On
Feb 9
:
8.78
0.02
(0.23%)
MORE ON NHINX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
51.58%
Worst 1 Yr Total Return
(2008)
:
-19.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NHINX
Category
Alpha (against Standard Index)
1.76
-2.43
Beta (against Standard Index)
1.05
1.04
Mean Annual Return
7.76
0.35
R-squared (against Standard Index)
10
9.18
Standard Deviation
14.15
15.39
Sharpe Ratio
0.46
N/A
Treynor Ratio
5.49
N/A
5 Years
Statistic
NHINX
Category
Alpha (against Standard Index)
2.28
0.54
Beta (against Standard Index)
0.91
0.83
Mean Annual Return
6.77
0.44
R-squared (against Standard Index)
10
7.72
Standard Deviation
11.09
12.20
Sharpe Ratio
0.38
N/A
Treynor Ratio
4.25
N/A
10 Years
Statistic
NHINX
Category
Alpha (against Standard Index)
2.66
0.87
Beta (against Standard Index)
0.57
0.48
Mean Annual Return
7.40
0.45
R-squared (against Standard Index)
7
3.39
Standard Deviation
8.26
10.76
Sharpe Ratio
0.56
N/A
Treynor Ratio
8.09
N/A
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