• FirefoxInstall the new Firefox »
  •  Dow Down0.45% Nasdaq Down0.49%

    Neuberger Berman Socially Rspns R3 (NRARX)

    21.40 Down 0.10(0.47%) Feb 27

    Risk as of Jan 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down1
    Best 1 Yr Total Return(Dec 30, 2013):37.61%
    Worst 1 Yr Total Return(Dec 30, 2011):-3.37%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticNRARXCategory
    Alpha (against Standard Index)-1.48-1.38
    Beta (against Standard Index)1.051.03
    Mean Annual Return1.331.32
    R-squared (against Standard Index)87.7481.44
    Standard Deviation10.4410.72
    Sharpe Ratio1.531.48
    Treynor Ratio15.7515.84
    5 Years
    StatisticNRARXCategory
    Alpha (against Standard Index)-0.94-1.37
    Beta (against Standard Index)1.021.06
    Mean Annual Return1.231.24
    R-squared (against Standard Index)91.7489.89
    Standard Deviation13.7314.47
    Sharpe Ratio1.061.03
    Treynor Ratio14.3814.00
    10 Years
    StatisticNRARXCategory
    Alpha (against Standard Index)0.040.25
    Beta (against Standard Index)0.991.03
    Mean Annual Return0.700.74
    R-squared (against Standard Index)91.2387.62
    Standard Deviation15.2616.16
    Sharpe Ratio0.460.46
    Treynor Ratio6.066.21