Ratings & Risk for Natixis CGM Advisor Targeted Equity C (NEGCX)

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 21.01 0.04 -0.09
    5-Year 17.60 0.42 0.12
    10-Year 17.68 0.24 0.00
    15-Year 17.92 0.73 0.28
    20-Year 17.43 0.77 0.30
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 88.55 0.80 -1.22
    3-Year 78.05 0.94 5.35
    5-Year 73.29 0.94 3.35
    10-Year 52.43 0.79 2.04

    S&P 500 TR

    Trailing data as of 10/31/2009