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Tuesday, December 29, 2009, 7:49PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
Nationwide Inv Dest Mod Svc (NSDMX)On Dec 29: 8.68   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):11.39%
Worst 1 Yr Total Return (2008):-23.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNSDMXCategory
Alpha (against Standard Index)-2.38-2.96
Beta (against Standard Index)0.981.07
Mean Annual Return-1.35-0.09
R-squared (against Standard Index)9893.10
Standard Deviation13.1514.78
Sharpe Ratio-0.21N/A
Treynor Ratio-3.68N/A
5 Years
StatisticNSDMXCategory
Alpha (against Standard Index)-1.92-2.53
Beta (against Standard Index)0.981.06
Mean Annual Return2.790.24
R-squared (against Standard Index)9892.17
Standard Deviation10.6811.94
Sharpe Ratio0.04N/A
Treynor Ratio-0.21N/A
10 Years
StatisticNSDMXCategory
Alpha (against Standard Index)N/A-2.27
Beta (against Standard Index)N/A1.06
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A86.88
Standard DeviationN/A11.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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