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Nationwide Growth B (NMFBX)
On
Jan 6
:
6.50
0.00
(0.00%)
MORE ON NMFBX
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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)
:
18.40%
Worst 1 Yr Total Return
(2008)
:
-39.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NMFBX
Category
Alpha (against Standard Index)
2.45
2.20
Beta (against Standard Index)
0.96
0.99
Mean Annual Return
-3.17
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
19.88
21.04
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-5.70
N/A
5 Years
Statistic
NMFBX
Category
Alpha (against Standard Index)
0.28
0.80
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.92
0.24
R-squared (against Standard Index)
89
86.59
Standard Deviation
16.62
17.50
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.11
N/A
10 Years
Statistic
NMFBX
Category
Alpha (against Standard Index)
-5.14
-0.13
Beta (against Standard Index)
1.14
1.04
Mean Annual Return
-6.60
0.05
R-squared (against Standard Index)
82
78.99
Standard Deviation
20.34
19.17
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-8.34
N/A
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