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Neuberger Berman Mid Cap Growth R3 (NMGRX)
On
Jan 7
:
13.39
0.04
(0.30%)
MORE ON NMGRX
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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
NMGRX
Category
Alpha (against Standard Index)
0.70
2.05
Beta (against Standard Index)
0.93
1.08
Mean Annual Return
-4.77
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
20.06
23.41
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.55
N/A
5 Years
Statistic
NMGRX
Category
Alpha (against Standard Index)
2.66
1.56
Beta (against Standard Index)
0.99
1.11
Mean Annual Return
3.14
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
17.76
19.91
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.15
N/A
10 Years
Statistic
NMGRX
Category
Alpha (against Standard Index)
1.41
3.33
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
-1.59
0.32
R-squared (against Standard Index)
52
61.70
Standard Deviation
26.08
23.38
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-3.86
N/A
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