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 Dow Down0.52% Nasdaq Down1.11%

Nuveen Multi-Manager Large-Cap Value I (NNGRX)

24.98 Down 0.25(0.99%) May 22


Risk as of Mar 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up12
Number of Years Down4
Best 1 Yr Total Return(Dec 30, 2003):28.85%
Worst 1 Yr Total Return(Dec 30, 2008):-36.01%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNNGRXCategory
Alpha (against Standard Index)-2.14-1.64
Beta (against Standard Index)1.051.02
Mean Annual Return0.960.98
R-squared (against Standard Index)98.1895.49
Standard Deviation15.8815.63
Sharpe Ratio0.720.77
Treynor Ratio10.2611.25
5 Years
StatisticNNGRXCategory
Alpha (against Standard Index)-1.35-1.15
Beta (against Standard Index)1.031.02
Mean Annual Return0.530.49
R-squared (against Standard Index)98.4495.41
Standard Deviation19.6419.64
Sharpe Ratio0.310.29
Treynor Ratio4.083.79
10 Years
StatisticNNGRXCategory
Alpha (against Standard Index)0.31-0.06
Beta (against Standard Index)1.011.01
Mean Annual Return0.810.72
R-squared (against Standard Index)96.8293.54
Standard Deviation15.1815.26
Sharpe Ratio0.530.46
Treynor Ratio7.106.10