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Nationwide A (NWFAX)
On
Dec 2
:
12.19
0.01
(0.08%)
MORE ON NWFAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
13.61%
Worst 1 Yr Total Return
(2008)
:
-41.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NWFAX
Category
Alpha (against Standard Index)
-0.72
0.38
Beta (against Standard Index)
1.09
1.00
Mean Annual Return
-8.72
-0.41
R-squared (against Standard Index)
98
95.50
Standard Deviation
21.47
20.09
Sharpe Ratio
-0.43
N/A
Treynor Ratio
-10.22
N/A
5 Years
Statistic
NWFAX
Category
Alpha (against Standard Index)
-0.41
0.26
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
-0.50
0.16
R-squared (against Standard Index)
98
94.84
Standard Deviation
17.58
16.47
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-3.22
N/A
10 Years
Statistic
NWFAX
Category
Alpha (against Standard Index)
-0.42
0.84
Beta (against Standard Index)
0.98
0.97
Mean Annual Return
-1.39
0.11
R-squared (against Standard Index)
90
91.16
Standard Deviation
16.56
16.35
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.47
N/A
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