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Tuesday, December 15, 2009, 11:37PM ET - U.S. Markets Closed. Dow Down 0.47% Nasdaq Down 0.50%
Natixis AEW Real Estate A (NRFAX)On Dec 15: 12.49  Down 0.15 (1.19%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):35.75%
Worst 1 Yr Total Return (2008):-37.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNRFAXCategory
Alpha (against Standard Index)-0.75-1.50
Beta (against Standard Index)1.631.61
Mean Annual Return-15.46-0.77
R-squared (against Standard Index)6567.75
Standard Deviation39.9638.87
Sharpe Ratio-0.27N/A
Treynor Ratio-10.89N/A
5 Years
StatisticNRFAXCategory
Alpha (against Standard Index)4.112.65
Beta (against Standard Index)1.621.60
Mean Annual Return0.140.34
R-squared (against Standard Index)6466.27
Standard Deviation32.4331.51
Sharpe Ratio0.08N/A
Treynor Ratio-1.76N/A
10 Years
StatisticNRFAXCategory
Alpha (against Standard Index)N/A11.10
Beta (against Standard Index)N/A0.89
Mean Annual ReturnN/A1.01
R-squared (against Standard Index)N/A36.04
Standard DeviationN/A24.18
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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