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Neuberger Berman Partners Inv (NPRTX)
On
Nov 27
:
23.42
0.60
(2.50%)
MORE ON NPRTX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
19.21%
Worst 1 Yr Total Return
(2008)
:
-51.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NPRTX
Category
Alpha (against Standard Index)
6.14
0.38
Beta (against Standard Index)
1.42
1.00
Mean Annual Return
-6.80
-0.41
R-squared (against Standard Index)
85
95.50
Standard Deviation
29.95
20.09
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-6.50
N/A
5 Years
Statistic
NPRTX
Category
Alpha (against Standard Index)
4.54
0.26
Beta (against Standard Index)
1.41
1.01
Mean Annual Return
2.52
0.16
R-squared (against Standard Index)
83
94.84
Standard Deviation
24.54
16.47
Sharpe Ratio
0.11
N/A
Treynor Ratio
-0.36
N/A
10 Years
Statistic
NPRTX
Category
Alpha (against Standard Index)
4.81
0.84
Beta (against Standard Index)
1.19
0.97
Mean Annual Return
2.35
0.11
R-squared (against Standard Index)
81
91.16
Standard Deviation
21.31
16.35
Sharpe Ratio
0.08
N/A
Treynor Ratio
-0.52
N/A
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