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 Dow Down0.08% Nasdaq Down0.11%

Natixis Vaughan Nelson Value Opp A (VNVAX)

18.52 Down 0.06(0.32%) May 23


Risk as of Mar 30, 2013Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up3
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2009):30.98%
Worst 1 Yr Total Return(Dec 30, 2011):-2.71%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticVNVAXCategory
Alpha (against Standard Index)-1.02-3.21
Beta (against Standard Index)1.181.17
Mean Annual Return1.201.02
R-squared (against Standard Index)89.9290.68
Standard Deviation18.6618.47
Sharpe Ratio0.770.67
Treynor Ratio11.349.62
5 Years
StatisticVNVAXCategory
Alpha (against Standard Index)N/A0.35
Beta (against Standard Index)N/A1.15
Mean Annual ReturnN/A0.69
R-squared (against Standard Index)N/A88.98
Standard DeviationN/A23.06
Sharpe RatioN/A0.35
Treynor RatioN/A4.75
10 Years
StatisticVNVAXCategory
Alpha (against Standard Index)N/A1.38
Beta (against Standard Index)N/A1.17
Mean Annual ReturnN/A0.94
R-squared (against Standard Index)N/A85.84
Standard DeviationN/A18.47
Sharpe RatioN/A0.52
Treynor RatioN/A7.06