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Nationwide Large Cap Value A (NPVAX)
On
Dec 24
:
8.89
0.05
(0.57%)
MORE ON NPVAX
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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:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
21.04%
Worst 1 Yr Total Return
(2008)
:
-34.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NPVAX
Category
Alpha (against Standard Index)
-2.66
-1.37
Beta (against Standard Index)
1.04
1.02
Mean Annual Return
-8.70
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
20.97
20.79
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.60
N/A
5 Years
Statistic
NPVAX
Category
Alpha (against Standard Index)
-0.48
-0.29
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
0.03
0.14
R-squared (against Standard Index)
94
93.49
Standard Deviation
17.02
16.81
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-2.87
N/A
10 Years
Statistic
NPVAX
Category
Alpha (against Standard Index)
3.35
2.74
Beta (against Standard Index)
0.88
0.88
Mean Annual Return
3.07
0.31
R-squared (against Standard Index)
78
81.33
Standard Deviation
16.19
15.97
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.16
N/A
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