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Nationwide Growth A (NMFAX)
On
Dec 24
:
7.20
0.04
(0.56%)
MORE ON NMFAX
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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)
:
19.28%
Worst 1 Yr Total Return
(2008)
:
-38.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NMFAX
Category
Alpha (against Standard Index)
3.16
2.20
Beta (against Standard Index)
0.96
0.99
Mean Annual Return
-2.50
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
19.91
21.04
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.99
N/A
5 Years
Statistic
NMFAX
Category
Alpha (against Standard Index)
0.96
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
1.61
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
16.63
17.50
Sharpe Ratio
0.00
N/A
Treynor Ratio
-1.41
N/A
10 Years
Statistic
NMFAX
Category
Alpha (against Standard Index)
-4.27
-0.13
Beta (against Standard Index)
1.13
1.04
Mean Annual Return
-5.70
0.05
R-squared (against Standard Index)
83
78.99
Standard Deviation
20.07
19.17
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-7.62
N/A
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