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Tuesday, December 15, 2009, 11:37PM ET - U.S. Markets Closed.
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Natixis AEW Real Estate A (NRFAX)
On
Dec 15
:
12.49
0.15
(1.19%)
MORE ON NRFAX
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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)
:
35.75%
Worst 1 Yr Total Return
(2008)
:
-37.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NRFAX
Category
Alpha (against Standard Index)
-0.75
-1.50
Beta (against Standard Index)
1.63
1.61
Mean Annual Return
-15.46
-0.77
R-squared (against Standard Index)
65
67.75
Standard Deviation
39.96
38.87
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-10.89
N/A
5 Years
Statistic
NRFAX
Category
Alpha (against Standard Index)
4.11
2.65
Beta (against Standard Index)
1.62
1.60
Mean Annual Return
0.14
0.34
R-squared (against Standard Index)
64
66.27
Standard Deviation
32.43
31.51
Sharpe Ratio
0.08
N/A
Treynor Ratio
-1.76
N/A
10 Years
Statistic
NRFAX
Category
Alpha (against Standard Index)
N/A
11.10
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
1.01
R-squared (against Standard Index)
N/A
36.04
Standard Deviation
N/A
24.18
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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