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Nuveen Multi-Manager Large-Cap Value I (NNGRX)
On
Dec 24
:
17.63
0.10
(0.57%)
MORE ON NNGRX
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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
(2006)
:
20.17%
Worst 1 Yr Total Return
(2008)
:
-36.01%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NNGRX
Category
Alpha (against Standard Index)
0.52
-1.37
Beta (against Standard Index)
1.01
1.02
Mean Annual Return
-5.42
-0.45
R-squared (against Standard Index)
98
94.58
Standard Deviation
20.25
20.79
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.62
N/A
5 Years
Statistic
NNGRX
Category
Alpha (against Standard Index)
1.73
-0.29
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
2.40
0.14
R-squared (against Standard Index)
96
93.49
Standard Deviation
16.41
16.81
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.59
N/A
10 Years
Statistic
NNGRX
Category
Alpha (against Standard Index)
2.43
2.74
Beta (against Standard Index)
0.85
0.88
Mean Annual Return
2.39
0.31
R-squared (against Standard Index)
84
81.33
Standard Deviation
15.00
15.97
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.63
N/A
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