Ratings & Risk for Natixis CGM Advisor Targeted Equity Y (NEGYX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Average
    		449
    5-Year High Average
    		390
    10-Year Above Average Average
    		278
    Overall High 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 0.12 -0.04
    5-Year 17.64 0.51 0.18
    10-Year 17.73 0.34 0.06
    15-Year 17.94 0.81 0.34
    20-Year 17.45 0.85 0.36
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 88.97 0.81 -0.31
    3-Year 78.22 0.95 6.40
    5-Year 73.44 0.95 4.36
    10-Year 52.58 0.80 3.16

    S&P 500 TR

    Trailing data as of 10/31/2009