Ratings & Risk for Natixis CGM Advisor Targeted Equity A (NEFGX)

Morningstar Category: Large Growth
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Above Average Average
    		449
    5-Year Above Average Average
    		390
    10-Year Above Average Average
    		278
    Overall Above Average Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 21.07 0.10 -0.06
    5-Year 17.63 0.48 0.16
    10-Year 17.69 0.31 0.04
    15-Year 17.92 0.79 0.33
    20-Year 17.43 0.83 0.34
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 89.07 0.81 -0.52
    3-Year 78.22 0.95 6.12
    5-Year 73.54 0.95 4.10
    10-Year 52.76 0.80 2.79

    S&P 500 TR

    Trailing data as of 10/31/2009