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Neuberger Berman Mid Cap Growth Inv (NMANX)
On
Dec 22
:
8.38
0.04
(0.48%)
MORE ON NMANX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
21.59%
Worst 1 Yr Total Return
(2008)
:
-40.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NMANX
Category
Alpha (against Standard Index)
1.13
2.05
Beta (against Standard Index)
0.93
1.08
Mean Annual Return
-4.35
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
20.05
23.41
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-7.10
N/A
5 Years
Statistic
NMANX
Category
Alpha (against Standard Index)
3.13
1.56
Beta (against Standard Index)
0.99
1.11
Mean Annual Return
3.62
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
17.76
19.91
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.64
N/A
10 Years
Statistic
NMANX
Category
Alpha (against Standard Index)
1.90
3.33
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
-1.11
0.32
R-squared (against Standard Index)
52
61.70
Standard Deviation
26.09
23.38
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.46
N/A
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