Ratings & Risk for Neuberger Berman Focus Adv (NBFAX)

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

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Above Average
    		514
    5-Year Below Average Above Average
    		442
    10-Year Average High
    		300
    Overall Below Average Above 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 20.98 -0.56 -0.44
    5-Year 17.82 0.00 -0.17
    10-Year 25.95 0.32 0.04
    15-Year 24.87 0.80 0.24
    20-Year 22.53 0.86 0.28
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 94.20 0.97 -0.84
    3-Year 95.21 1.05 -1.05
    5-Year 91.50 1.07 -1.53
    10-Year 76.68 1.41 4.59

    S&P 500 TR

    Trailing data as of 10/31/2009