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Neuberger Berman LgCp Discp Gr R3 (NLDRX)
On
Dec 29
:
6.81
0.01
(0.15%)
MORE ON NLDRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NLDRX
Category
Alpha (against Standard Index)
2.97
2.20
Beta (against Standard Index)
0.89
0.99
Mean Annual Return
-1.97
-0.14
R-squared (against Standard Index)
92
88.76
Standard Deviation
18.35
21.04
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.79
N/A
5 Years
Statistic
NLDRX
Category
Alpha (against Standard Index)
1.08
0.80
Beta (against Standard Index)
0.90
1.01
Mean Annual Return
2.03
0.24
R-squared (against Standard Index)
90
86.59
Standard Deviation
15.23
17.50
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.06
N/A
10 Years
Statistic
NLDRX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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