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Monday, December 28, 2009, 3:18PM ET - U.S. Markets close in 42 mins.. Dow Up 0.00% Nasdaq Up 0.03%
Nuveen Multi-Manager Large-Cap Value I (NNGRX)On Dec 24: 17.63  Up 0.10 (0.57%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):20.17%
Worst 1 Yr Total Return (2008):-36.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNNGRXCategory
Alpha (against Standard Index)0.52-1.37
Beta (against Standard Index)1.011.02
Mean Annual Return-5.42-0.45
R-squared (against Standard Index)9894.58
Standard Deviation20.2520.79
Sharpe Ratio-0.28N/A
Treynor Ratio-7.62N/A
5 Years
StatisticNNGRXCategory
Alpha (against Standard Index)1.73-0.29
Beta (against Standard Index)1.001.01
Mean Annual Return2.400.14
R-squared (against Standard Index)9693.49
Standard Deviation16.4116.81
Sharpe Ratio0.05N/A
Treynor Ratio-0.59N/A
10 Years
StatisticNNGRXCategory
Alpha (against Standard Index)2.432.74
Beta (against Standard Index)0.850.88
Mean Annual Return2.390.31
R-squared (against Standard Index)8481.33
Standard Deviation15.0015.97
Sharpe Ratio0.04N/A
Treynor Ratio-0.63N/A

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