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Neuberger Berman Small Cap Growth C (NSNCX)
On
Dec 24
:
10.98
0.04
(0.37%)
MORE ON NSNCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
0
Best 1 Yr Total Return
()
:
N/A
Worst 1 Yr Total Return
()
:
N/A
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NSNCX
Category
Alpha (against Standard Index)
-0.06
0.16
Beta (against Standard Index)
1.07
1.12
Mean Annual Return
-6.90
-0.38
R-squared (against Standard Index)
83
84.86
Standard Deviation
23.28
24.29
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-8.61
N/A
5 Years
Statistic
NSNCX
Category
Alpha (against Standard Index)
0.74
-0.01
Beta (against Standard Index)
1.11
1.17
Mean Annual Return
0.64
0.16
R-squared (against Standard Index)
79
80.32
Standard Deviation
20.02
20.99
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.12
N/A
10 Years
Statistic
NSNCX
Category
Alpha (against Standard Index)
0.72
4.06
Beta (against Standard Index)
1.34
1.16
Mean Annual Return
-3.97
0.37
R-squared (against Standard Index)
48
57.27
Standard Deviation
31.24
25.21
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-5.14
N/A
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