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Neuberger Berman Intl Large Cap Tr (NILTX)
On
Dec 3
:
8.70
0.03
(0.34%)
MORE ON NILTX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
8.24%
Worst 1 Yr Total Return
(2008)
:
-43.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NILTX
Category
Alpha (against Standard Index)
-0.61
-0.52
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
-5.78
-0.25
R-squared (against Standard Index)
94
96.20
Standard Deviation
24.22
24.79
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-8.38
N/A
5 Years
Statistic
NILTX
Category
Alpha (against Standard Index)
N/A
-0.43
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.55
R-squared (against Standard Index)
N/A
95.85
Standard Deviation
N/A
20.52
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
NILTX
Category
Alpha (against Standard Index)
N/A
-0.03
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
92.22
Standard Deviation
N/A
19.09
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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